+808.3%
IWM vs PEG
+1,029.3%
-221.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | -1.3% | -2.4% | +1.2% | -0.2% |
| 3M | +1.6% | -4.8% | +6.4% | +3.5% |
| 6M | +13.6% | -10.7% | +24.2% | +18.8% |
| YTD | +20.8% | -6.7% | +27.4% | +23.7% |
| 1Y | +26.4% | -6.8% | +33.3% | +29.3% |
| 3Y | +60.7% | +34.5% | +26.2% | +38.0% |
| 5Y | +38.2% | +35.8% | +2.4% | +17.0% |
| 10Y | +169.5% | +141.7% | +27.7% | +73.2% |
| All | +808.3% | +1,029.3% | -221.0% | +256.7% |
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 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