+738.6%
IVV vs PEG
+1,055.8%
-317.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | -2.7% | -2.3% | -0.4% | -1.8% |
| 30D | -5.4% | +1.2% | -6.6% | -5.9% |
| 3M | -4.1% | -2.4% | -1.7% | -3.4% |
| 6M | +0.7% | -6.9% | +7.6% | +3.1% |
| YTD | +8.7% | -7.2% | +16.0% | +11.1% |
| 1Y | +11.0% | -8.9% | +19.8% | +14.1% |
| 3Y | +75.4% | +27.1% | +48.3% | +55.3% |
| 5Y | +68.3% | +33.8% | +34.5% | +44.5% |
| 10Y | +315.5% | +150.2% | +165.4% | +169.8% |
| All | +738.6% | +1,055.8% | -317.1% | +239.6% |
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