-8.7%
PEG vs IBN
-5.9%
-2.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.2% |
| 7D | -0.9% | -3.0% | +2.1% | -0.8% |
| 30D | -3.7% | -1.5% | -2.2% | -3.7% |
| 3M | -7.3% | +7.9% | -15.2% | -7.6% |
| 6M | -10.5% | +8.6% | -19.1% | -11.1% |
| YTD | -7.5% | -0.6% | -7.0% | -9.0% |
| 1Y | -8.7% | -7.3% | -1.4% | -10.8% |
| All | -8.7% | -5.9% | -2.8% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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