+776.1%
IVV vs PEG
+1,062.5%
-286.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.2% |
| 30D | +0.1% | -2.4% | +2.5% | +1.0% |
| 3M | +2.0% | -4.8% | +6.8% | +3.8% |
| 6M | +13.0% | -10.7% | +23.7% | +17.7% |
| YTD | +13.6% | -6.7% | +20.3% | +16.0% |
| 1Y | +20.1% | -6.8% | +26.9% | +22.4% |
| 3Y | +77.6% | +34.5% | +43.1% | +53.7% |
| 5Y | +82.5% | +35.8% | +46.7% | +55.9% |
| 10Y | +316.5% | +141.7% | +174.8% | +174.4% |
| All | +776.1% | +1,062.5% | -286.4% | +254.7% |
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