Psalm 29:11 -- "The Lord gives his people strength. The Lord blesses them with peace."
Peace is not something the world can offer. The world is fallen and broken by sin. There is always war, worry, anxiety and uneasiness. However, God does not want His people burdened by the flaws of this world. He wants us to rise above the uncertainties of this world and focus on the certainties in Him.
In the Gospel of John, before Jesus goes to the cross, He prepares His disciples with the knowledge of the Holy Spirit, who will come once He is gone. The disciples are unsure and confused by this, but Jesus comforts them by explaining that the Father has a great plan and that the Holy Spirit will be sent in the name of Jesus to teach and remind the disciples of everything Jesus did and said while on earth.
Jesus left His disciples with a peace that only He could offer and a reassurance not to fear what is ahead. This is a peace only a relationship with Jesus can bring - a knowledge that God does have a plan and that He really is in control of everything - good and evil - that is on the earth.
Philippians 4:6-7 -- "Don’t worry about anything; instead, pray about everything. Tell God what you need, and thank him for all he has done. Then you will experience God’s peace, which exceeds anything we can understand. His peace will guard your hearts and minds as you live in Christ Jesus."
Peace comes with knowing in your heart that you can go to God with anything and then acting on that knowledge. Peace comes when you know that you know that you know that God will take care of you no matter what happens and that even through bad situations, God can bring for great good!