+763.2%
IWM vs PEG
+1,054.7%
-291.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +0.3% | +2.6% | -2.3% | -0.8% |
| 30D | +0.6% | +3.3% | -2.7% | -0.9% |
| 3M | -6.2% | +1.1% | -7.3% | -6.9% |
| 6M | -0.8% | -1.4% | +0.7% | -0.6% |
| YTD | +14.8% | -4.6% | +19.3% | +16.2% |
| 1Y | +16.1% | -7.2% | +23.4% | +19.0% |
| 3Y | +71.5% | +33.7% | +37.8% | +47.6% |
| 5Y | +25.8% | +40.8% | -15.1% | +4.7% |
| 10Y | +155.4% | +162.8% | -7.4% | +58.4% |
| All | +763.2% | +1,054.7% | -291.6% | +235.2% |
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