+65.4%
IEFA vs PEG
+31.8%
+33.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -1.5% | -3.7% | +2.2% | -0.5% |
| 3M | +3.4% | -7.3% | +10.7% | +5.3% |
| 6M | +9.5% | -10.5% | +20.0% | +12.5% |
| YTD | +13.0% | -7.5% | +20.5% | +15.0% |
| 1Y | +18.0% | -8.7% | +26.7% | +20.4% |
| 3Y | +65.4% | +31.4% | +34.0% | +49.5% |
| All | +65.4% | +31.8% | +33.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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