+66.9%
IYR vs PEG
+148.0%
-81.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | -1.4% | -0.9% | -0.5% | -0.8% |
| 30D | -2.7% | -3.7% | +1.1% | -0.5% |
| 3M | -2.1% | -7.3% | +5.1% | +2.2% |
| 6M | +3.6% | -10.5% | +14.1% | +10.2% |
| YTD | +8.1% | -7.5% | +15.6% | +12.6% |
| 1Y | +4.7% | -8.7% | +13.4% | +9.6% |
| 3Y | +29.1% | +31.4% | -2.2% | +4.7% |
| 5Y | +6.9% | +37.8% | -30.9% | -16.7% |
| All | +66.9% | +148.0% | -81.1% | -7.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling