-4.7%
PEG vs IAG
+19.6%
-24.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.4% |
| 7D | +4.5% | -7.7% | +12.2% | +4.8% |
| 30D | +7.5% | +1.6% | +6.0% | +7.4% |
| 3M | +0.8% | -2.4% | +3.3% | +0.8% |
| 6M | 0.0% | -7.8% | +7.8% | +0.2% |
| YTD | -3.0% | +5.0% | -8.1% | -4.3% |
| 1Y | -4.7% | +25.7% | -30.4% | -9.3% |
| All | -4.7% | +19.6% | -24.4% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling