+143.7%
PEG vs IAG
+423.2%
-279.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -0.9% | -4.1% | +3.2% | -0.6% |
| 30D | -2.8% | +10.6% | -13.4% | -3.6% |
| 3M | -6.9% | +35.4% | -42.3% | -9.4% |
| 6M | -11.4% | -9.5% | -1.9% | -11.4% |
| YTD | -7.4% | +21.8% | -29.2% | -9.9% |
| 1Y | -8.3% | +84.1% | -92.4% | -13.8% |
| 3Y | +31.5% | +817.4% | -785.8% | +7.2% |
| 5Y | +38.0% | +830.1% | -792.1% | +9.1% |
| All | +143.7% | +423.2% | -279.5% | +88.9% |
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