+2,838.9%
PEG vs IFF
+833.5%
+2,005.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.9% |
| 7D | -0.1% | -3.0% | +2.9% | +0.7% |
| 30D | -1.7% | -0.9% | -0.8% | -1.6% |
| 3M | -6.8% | +11.8% | -18.6% | -9.9% |
| 6M | -11.4% | +16.5% | -27.9% | -16.0% |
| YTD | -7.2% | +26.5% | -33.7% | -14.2% |
| 1Y | -6.1% | +32.7% | -38.8% | -14.6% |
| 3Y | +31.8% | +32.0% | -0.2% | +17.7% |
| 5Y | +35.6% | -36.1% | +71.7% | +43.7% |
| 10Y | +148.7% | -20.1% | +168.8% | +136.5% |
| All | +2,838.9% | +833.5% | +2,005.5% | +1,250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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