+73.1%
IWD vs PEG
+36.1%
+37.0%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | +0.6% | -2.4% | +3.0% | +1.3% |
| 3M | +7.2% | -4.8% | +12.0% | +8.6% |
| 6M | +16.2% | -10.7% | +26.9% | +19.8% |
| YTD | +23.3% | -6.7% | +30.0% | +25.2% |
| 1Y | +29.6% | -6.8% | +36.4% | +31.4% |
| All | +73.1% | +36.1% | +37.0% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling