+28.1%
IYR vs PEG
+32.0%
-3.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.8% | -0.9% |
| 7D | -2.8% | -0.9% | -1.9% | -2.5% |
| 30D | -2.5% | -2.8% | +0.2% | -1.4% |
| 3M | -3.0% | -6.9% | +4.0% | -0.1% |
| 6M | +1.6% | -11.4% | +13.0% | +6.6% |
| YTD | +7.3% | -7.4% | +14.7% | +10.4% |
| 1Y | +5.6% | -8.3% | +13.9% | +9.0% |
| All | +28.1% | +32.0% | -3.8% | +6.2% |
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