-4.6%
IP vs PEG
-5.8%
+1.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | -0.3% | +4.5% | -4.8% | -2.0% |
| 30D | +7.9% | +7.5% | +0.4% | +5.2% |
| 3M | -15.3% | +0.8% | -16.2% | -15.4% |
| 6M | +10.5% | 0.0% | +10.5% | +11.1% |
| YTD | -9.4% | -3.0% | -6.3% | -8.9% |
| 1Y | -4.6% | -4.7% | +0.1% | -2.5% |
| All | -4.6% | -5.8% | +1.2% | -2.5% |
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