+745.6%
IWD vs PEG
+1,060.2%
-314.6%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +0.5% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | +3.6% | +3.8% | -0.2% | +1.8% |
| 3M | +2.3% | +0.1% | +2.3% | +2.1% |
| 6M | +13.0% | -1.0% | +14.0% | +13.0% |
| YTD | +26.2% | -4.1% | +30.3% | +27.5% |
| 1Y | +30.5% | -6.9% | +37.3% | +33.5% |
| 3Y | +86.2% | +35.6% | +50.6% | +58.5% |
| 5Y | +72.9% | +42.8% | +30.1% | +42.3% |
| 10Y | +205.0% | +160.2% | +44.8% | +87.7% |
| All | +745.6% | +1,060.2% | -314.6% | +202.8% |
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