+34.5%
PEG vs IAG
+655.1%
-620.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +1.1% |
| 7D | +2.3% | -2.1% | +4.4% | +2.4% |
| 30D | +6.1% | -6.2% | +12.3% | +6.5% |
| 3M | -0.5% | -5.1% | +4.6% | -0.5% |
| 6M | -3.2% | -10.0% | +6.8% | -3.0% |
| YTD | -4.4% | +3.9% | -8.4% | -6.5% |
| 1Y | -7.4% | +18.9% | -26.2% | -10.7% |
| All | +34.5% | +655.1% | -620.5% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling