-17.7%
LVS vs PEG
-7.0%
-10.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.4% |
| 30D | -3.2% | -2.4% | -0.8% | -3.5% |
| 3M | -12.0% | -4.8% | -7.2% | -12.4% |
| 6M | -19.9% | -10.7% | -9.2% | -20.3% |
| YTD | -30.6% | -6.7% | -24.0% | -31.3% |
| 1Y | -17.7% | -6.8% | -10.9% | -19.5% |
| All | -17.7% | -7.0% | -10.8% | -19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling