+726.5%
IWD vs PEG
+1,029.3%
-302.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | +0.6% | -2.4% | +3.0% | +1.6% |
| 3M | +7.2% | -4.8% | +12.0% | +9.3% |
| 6M | +16.2% | -10.7% | +26.9% | +21.6% |
| YTD | +23.3% | -6.7% | +30.0% | +26.4% |
| 1Y | +29.6% | -6.8% | +36.4% | +32.5% |
| 3Y | +70.5% | +34.5% | +36.0% | +45.6% |
| 5Y | +73.5% | +35.8% | +37.7% | +46.1% |
| 10Y | +198.3% | +141.7% | +56.6% | +89.6% |
| All | +726.5% | +1,029.3% | -302.8% | +200.0% |
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