+311.9%
PEG vs VEU
+190.9%
+121.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +1.0% | +1.7% | -0.6% | +0.1% |
| 30D | -1.9% | +1.0% | -2.9% | -2.5% |
| 3M | -3.7% | +5.6% | -9.3% | -7.1% |
| 6M | -9.4% | +13.7% | -23.1% | -16.7% |
| YTD | -6.0% | +17.7% | -23.7% | -15.5% |
| 1Y | -4.4% | +25.8% | -30.1% | -17.5% |
| 3Y | +33.5% | +77.1% | -43.6% | -6.8% |
| 5Y | +35.7% | +57.1% | -21.4% | +0.6% |
| 10Y | +140.4% | +149.8% | -9.4% | +31.4% |
| All | +311.9% | +190.9% | +121.0% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling