+40.0%
IWM vs PEG
+38.2%
+1.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +1.4% | +1.0% | +0.4% | +1.0% |
| 30D | -2.3% | -1.9% | -0.4% | -1.6% |
| 3M | +4.0% | -3.7% | +7.6% | +5.3% |
| 6M | +17.9% | -9.4% | +27.4% | +22.2% |
| YTD | +20.2% | -6.0% | +26.2% | +22.4% |
| 1Y | +25.0% | -4.4% | +29.3% | +26.0% |
| 3Y | +66.0% | +33.5% | +32.5% | +41.4% |
| 5Y | +40.0% | +35.7% | +4.3% | +17.0% |
| All | +40.0% | +38.2% | +1.8% | +17.0% |
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 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