+41.7%
PEG vs VIG
+64.4%
-22.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.5% | +3.5% | +1.0% | +2.0% |
| 30D | +7.5% | +4.9% | +2.6% | +3.8% |
| 3M | +0.8% | +2.5% | -1.7% | -1.0% |
| 6M | 0.0% | +11.0% | -11.0% | -7.3% |
| YTD | -3.0% | +16.0% | -19.0% | -13.1% |
| 1Y | -4.7% | +17.5% | -22.3% | -15.5% |
| 3Y | +36.5% | +67.0% | -30.5% | -7.8% |
| All | +41.7% | +64.4% | -22.7% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling