+95.5%
PEP vs IAG
+389.3%
-293.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.1% | +1.2% | +2.2% |
| 7D | +2.9% | -7.7% | +10.6% | +3.1% |
| 30D | +12.5% | +1.6% | +10.9% | +12.4% |
| 3M | +4.5% | -2.4% | +7.0% | +4.5% |
| 6M | -0.5% | -7.8% | +7.3% | -0.5% |
| YTD | +4.4% | +5.0% | -0.6% | +3.6% |
| 1Y | +4.4% | +25.7% | -21.3% | +2.9% |
| 3Y | -3.4% | +694.5% | -697.9% | -13.0% |
| 5Y | +5.2% | +421.7% | -416.5% | -5.5% |
| All | +95.5% | +389.3% | -293.7% | +69.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling