+143.4%
PEG vs VEU
+155.0%
-11.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.2% | -0.7% |
| 7D | -0.9% | -1.4% | +0.5% | -0.1% |
| 30D | -3.7% | -0.4% | -3.3% | -3.6% |
| 3M | -7.3% | +2.5% | -9.8% | -8.8% |
| 6M | -10.5% | +11.1% | -21.6% | -16.3% |
| YTD | -7.5% | +16.5% | -24.0% | -16.1% |
| 1Y | -8.7% | +22.9% | -31.6% | -19.8% |
| 3Y | +31.4% | +73.4% | -42.1% | -6.7% |
| 5Y | +37.8% | +56.1% | -18.3% | +3.0% |
| All | +143.4% | +155.0% | -11.6% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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