+73.6%
IWD vs PEG
+38.2%
+35.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.1% |
| 7D | -0.2% | +1.0% | -1.2% | -0.5% |
| 30D | -0.8% | -1.9% | +1.1% | -0.1% |
| 3M | +8.0% | -3.7% | +11.7% | +9.4% |
| 6M | +18.2% | -9.4% | +27.6% | +22.2% |
| YTD | +22.3% | -6.0% | +28.3% | +24.5% |
| 1Y | +28.9% | -4.4% | +33.2% | +29.9% |
| 3Y | +71.5% | +33.5% | +38.0% | +46.7% |
| 5Y | +73.6% | +35.7% | +37.9% | +45.7% |
| All | +73.6% | +38.2% | +35.4% | +45.7% |
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