+699.9%
IYR vs PEG
+1,063.5%
-363.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | -0.4% | +1.0% | -1.4% | -0.9% |
| 30D | -2.5% | -1.9% | -0.6% | -1.6% |
| 3M | +1.5% | -3.7% | +5.1% | +3.3% |
| 6M | +3.9% | -9.4% | +13.3% | +9.0% |
| YTD | +9.5% | -6.0% | +15.5% | +12.6% |
| 1Y | +7.5% | -4.4% | +11.8% | +9.2% |
| 3Y | +30.8% | +33.5% | -2.7% | +10.0% |
| 5Y | +4.8% | +35.7% | -31.0% | -13.1% |
| 10Y | +64.3% | +140.4% | -76.1% | +1.0% |
| All | +699.9% | +1,063.5% | -363.7% | +214.4% |
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