+171.7%
IWM vs PEG
+139.0%
+32.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.8% |
| 7D | -1.1% | -0.1% | -1.1% | -1.1% |
| 30D | -3.1% | -1.7% | -1.4% | -2.4% |
| 3M | +2.2% | -6.8% | +9.0% | +5.3% |
| 6M | +15.1% | -11.4% | +26.4% | +21.0% |
| YTD | +18.6% | -7.2% | +25.8% | +21.8% |
| 1Y | +24.0% | -6.1% | +30.1% | +26.4% |
| 3Y | +63.7% | +31.8% | +32.0% | +39.2% |
| 5Y | +38.2% | +35.6% | +2.6% | +14.4% |
| 10Y | +171.7% | +148.7% | +23.0% | +80.7% |
| All | +171.7% | +139.0% | +32.7% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling