+35.6%
PEG vs IT
-45.7%
+81.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -0.1% | -9.1% | +9.1% | +0.6% |
| 30D | -1.7% | -12.2% | +10.4% | -0.8% |
| 3M | -6.8% | +7.8% | -14.6% | -7.9% |
| 6M | -11.4% | +2.0% | -13.3% | -12.2% |
| YTD | -7.2% | -32.7% | +25.5% | -3.1% |
| 1Y | -6.1% | -31.1% | +25.0% | -2.7% |
| 3Y | +31.8% | -52.1% | +83.8% | +43.2% |
| 5Y | +35.6% | -46.3% | +81.9% | +40.6% |
| All | +35.6% | -45.7% | +81.3% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling