+6.4%
LVS vs PEG
+36.3%
-29.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.6% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | -6.2% | -3.7% | -2.5% | -5.4% |
| 3M | -14.8% | -7.3% | -7.6% | -13.4% |
| 6M | -20.9% | -10.5% | -10.4% | -18.9% |
| YTD | -33.0% | -7.5% | -25.5% | -32.2% |
| 1Y | -20.0% | -8.7% | -11.3% | -18.9% |
| 3Y | -6.9% | +31.4% | -38.3% | -14.6% |
| All | +6.4% | +36.3% | -29.9% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling