-12.5%
PEP vs IAG
+797.8%
-810.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.6% |
| 7D | +0.1% | +4.3% | -4.2% | +0.1% |
| 30D | +0.7% | +9.8% | -9.1% | +0.7% |
| 3M | -0.5% | +28.9% | -29.4% | -0.4% |
| 6M | -11.3% | -7.6% | -3.7% | -11.2% |
| YTD | -0.6% | +22.0% | -22.5% | -0.3% |
| 1Y | +1.7% | +99.5% | -97.8% | +2.0% |
| 3Y | -12.5% | +818.3% | -830.7% | -17.3% |
| All | -12.5% | +797.8% | -810.2% | -17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling