-6.7%
IP vs PEG
-7.6%
+0.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -0.9% | +2.3% | -3.2% | -1.8% |
| 30D | +6.7% | +6.1% | +0.6% | +4.5% |
| 3M | -16.6% | -0.5% | -16.0% | -16.2% |
| 6M | +6.0% | -3.2% | +9.1% | +7.5% |
| YTD | -10.7% | -4.4% | -6.3% | -9.8% |
| 1Y | -6.7% | -7.4% | +0.7% | -3.0% |
| All | -6.7% | -7.6% | +0.9% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling