+752.5%
PEG vs IAG
+377.5%
+375.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | 0.0% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -2.4% | +28.9% | -31.3% | -4.4% |
| 3M | -4.8% | +19.1% | -23.9% | -6.4% |
| 6M | -10.7% | -10.3% | -0.4% | -10.6% |
| YTD | -6.7% | +24.2% | -30.9% | -9.2% |
| 1Y | -6.8% | +116.5% | -123.3% | -13.4% |
| 3Y | +34.5% | +742.8% | -708.3% | +10.8% |
| 5Y | +35.8% | +753.3% | -717.6% | +8.8% |
| 10Y | +141.7% | +403.2% | -261.5% | +90.4% |
| All | +752.5% | +377.5% | +375.1% | +482.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling