-8.3%
PEG vs IT
-30.3%
+22.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.1% |
| 7D | -0.9% | -12.7% | +11.8% | -1.6% |
| 30D | -2.8% | -8.9% | +6.1% | -3.2% |
| 3M | -6.9% | +10.1% | -17.1% | -6.5% |
| 6M | -11.4% | +7.3% | -18.7% | -10.9% |
| YTD | -7.4% | -32.4% | +25.0% | -9.3% |
| 1Y | -8.3% | -26.6% | +18.4% | -10.4% |
| All | -8.3% | -30.3% | +22.1% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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