-7.1%
PEG vs IRE
-97.7%
+90.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -15.8% | +15.3% | -0.5% |
| 7D | +2.6% | -41.9% | +44.5% | +2.5% |
| 30D | +3.3% | -75.1% | +78.4% | +3.2% |
| 3M | +1.1% | -82.4% | +83.5% | +1.0% |
| 6M | -1.4% | -95.5% | +94.1% | -1.5% |
| YTD | -4.6% | -93.1% | +88.5% | -4.3% |
| 1Y | -7.2% | -97.8% | +90.6% | -8.4% |
| All | -7.1% | -97.7% | +90.7% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling