-9.5%
LVS vs PEG
+36.1%
-45.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.3% | +2.4% |
| 7D | -0.8% | +4.5% | -5.3% | -1.9% |
| 30D | +10.0% | +7.5% | +2.5% | +8.1% |
| 3M | -11.0% | +0.8% | -11.9% | -11.2% |
| 6M | -20.1% | 0.0% | -20.2% | -20.3% |
| YTD | -36.3% | -3.0% | -33.3% | -36.3% |
| 1Y | -36.8% | -4.7% | -32.1% | -36.4% |
| 3Y | -9.5% | +36.5% | -46.0% | -26.2% |
| All | -9.5% | +36.1% | -45.7% | -26.2% |
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