+770.9%
IWM vs PEG
+1,048.7%
-277.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.1% |
| 7D | -0.3% | +1.5% | -1.8% | -0.9% |
| 30D | +1.9% | +5.0% | -3.1% | -0.3% |
| 3M | -5.7% | -0.3% | -5.4% | -5.8% |
| 6M | -0.3% | -2.7% | +2.4% | +0.4% |
| YTD | +15.8% | -5.1% | +20.9% | +17.5% |
| 1Y | +17.1% | -8.3% | +25.3% | +20.6% |
| 3Y | +73.1% | +33.0% | +40.0% | +49.3% |
| 5Y | +25.9% | +41.3% | -15.4% | +4.7% |
| 10Y | +151.9% | +164.5% | -12.6% | +55.8% |
| All | +770.9% | +1,048.7% | -277.8% | +238.9% |
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