+2,004.2%
PEG vs IVZ
+1,117.8%
+886.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | +0.7% | +0.6% | +0.1% | +0.6% |
| 30D | -2.4% | +4.0% | -6.4% | -3.1% |
| 3M | -4.8% | +18.2% | -23.0% | -7.7% |
| 6M | -10.7% | +32.8% | -43.5% | -15.3% |
| YTD | -6.7% | +28.7% | -35.4% | -11.3% |
| 1Y | -6.8% | +55.4% | -62.2% | -14.4% |
| 3Y | +34.5% | +135.2% | -100.7% | +13.1% |
| 5Y | +35.8% | +64.2% | -28.4% | +19.0% |
| 10Y | +141.7% | +64.6% | +77.1% | +98.1% |
| All | +2,004.2% | +1,117.8% | +886.4% | +1,159.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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