+36.5%
PEG vs VIG
+67.2%
-30.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.5% | +3.5% | +1.0% | +2.3% |
| 30D | +7.5% | +4.9% | +2.6% | +4.2% |
| 3M | +0.8% | +2.5% | -1.7% | -0.9% |
| 6M | 0.0% | +11.0% | -11.0% | -6.6% |
| YTD | -3.0% | +16.0% | -19.0% | -12.2% |
| 1Y | -4.7% | +17.5% | -22.3% | -14.6% |
| 3Y | +36.5% | +67.0% | -30.5% | -12.6% |
| All | +36.5% | +67.2% | -30.7% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling