-9.7%
IP vs PEG
+43.1%
-52.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.3% | -0.4% | +1.5% |
| 7D | -3.0% | +0.9% | -3.9% | -3.4% |
| 30D | +10.6% | +3.8% | +6.8% | +8.9% |
| 3M | -13.6% | +0.1% | -13.6% | -13.7% |
| 6M | +10.4% | -1.0% | +11.4% | +10.9% |
| YTD | -6.5% | -4.1% | -2.4% | -5.2% |
| 1Y | -2.1% | -6.9% | +4.7% | +0.5% |
| 3Y | +22.0% | +35.6% | -13.6% | +2.4% |
| 5Y | -9.7% | +42.8% | -52.5% | -26.6% |
| All | -9.7% | +43.1% | -52.8% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling