+167.5%
PEG vs IAG
+389.3%
-221.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.4% |
| 7D | +4.5% | -7.7% | +12.2% | +5.1% |
| 30D | +7.5% | +1.6% | +6.0% | +7.2% |
| 3M | +0.8% | -2.4% | +3.3% | +0.7% |
| 6M | 0.0% | -7.8% | +7.8% | -0.1% |
| YTD | -3.0% | +5.0% | -8.1% | -4.8% |
| 1Y | -4.7% | +25.7% | -30.4% | -7.8% |
| 3Y | +36.5% | +694.5% | -658.0% | +12.4% |
| 5Y | +44.4% | +421.7% | -377.3% | +18.4% |
| All | +167.5% | +389.3% | -221.8% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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