+212.3%
IEFA vs PEG
+273.9%
-61.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.3% | -0.6% |
| 7D | -0.5% | -0.1% | -0.4% | -0.4% |
| 30D | -1.1% | -1.7% | +0.6% | -0.6% |
| 3M | +5.1% | -6.8% | +11.9% | +7.4% |
| 6M | +9.3% | -11.4% | +20.7% | +13.5% |
| YTD | +13.0% | -7.2% | +20.2% | +15.4% |
| 1Y | +19.2% | -6.1% | +25.3% | +21.0% |
| 3Y | +67.0% | +31.8% | +35.2% | +48.6% |
| 5Y | +51.1% | +35.6% | +15.5% | +31.8% |
| 10Y | +146.5% | +148.7% | -2.2% | +71.4% |
| All | +212.3% | +273.9% | -61.6% | +86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling