+814.3%
PEG vs IBB
+566.2%
+248.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -2.3% | -1.8% | -0.4% | -1.8% |
| 30D | +1.2% | +5.1% | -3.8% | -0.5% |
| 3M | -2.4% | +10.7% | -13.1% | -5.8% |
| 6M | -6.9% | +22.9% | -29.7% | -13.1% |
| YTD | -7.2% | +26.7% | -33.9% | -14.5% |
| 1Y | -8.9% | +35.1% | -44.0% | -17.7% |
| 3Y | +27.1% | +80.2% | -53.1% | +3.8% |
| 5Y | +33.8% | +37.8% | -4.1% | +17.3% |
| 10Y | +150.2% | +161.2% | -11.0% | +72.6% |
| All | +814.3% | +566.2% | +248.1% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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