+75.4%
IVV vs PEG
+25.9%
+49.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | -2.7% | -2.3% | -0.4% | -2.2% |
| 30D | -5.4% | +1.2% | -6.6% | -5.7% |
| 3M | -4.1% | -2.4% | -1.7% | -3.6% |
| 6M | +0.7% | -6.9% | +7.6% | +2.2% |
| YTD | +8.7% | -7.2% | +16.0% | +10.1% |
| 1Y | +11.0% | -8.9% | +19.8% | +12.9% |
| 3Y | +75.4% | +27.1% | +48.3% | +66.2% |
| All | +75.4% | +25.9% | +49.5% | +66.2% |
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