+319.9%
IP vs PEG
+2,909.7%
-2,589.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -5.0% | -0.7% | -4.2% | -4.6% |
| 30D | +6.5% | +1.9% | +4.6% | +5.6% |
| 3M | -18.0% | -2.3% | -15.7% | -17.2% |
| 6M | +10.3% | -6.7% | +17.0% | +13.7% |
| YTD | -9.9% | -6.6% | -3.3% | -7.5% |
| 1Y | -1.1% | -5.3% | +4.3% | +0.9% |
| 3Y | +13.0% | +26.8% | -13.8% | -0.8% |
| 5Y | -12.3% | +34.7% | -47.0% | -25.8% |
| 10Y | +26.8% | +151.8% | -125.0% | -20.9% |
| All | +319.9% | +2,909.7% | -2,589.8% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling