+35.6%
PEG vs IBN
+54.0%
-18.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -0.1% | -5.1% | +5.0% | +0.9% |
| 30D | -1.7% | -3.5% | +1.8% | -1.1% |
| 3M | -6.8% | +11.3% | -18.1% | -8.8% |
| 6M | -11.4% | +4.4% | -15.8% | -12.3% |
| YTD | -7.2% | -1.8% | -5.4% | -7.3% |
| 1Y | -6.1% | -8.0% | +1.9% | -5.0% |
| 3Y | +31.8% | +27.1% | +4.7% | +22.9% |
| 5Y | +35.6% | +54.5% | -18.9% | +20.8% |
| All | +35.6% | +54.0% | -18.4% | +20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling