+37.4%
PEG vs VIG
+63.0%
-25.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | -0.9% | -1.1% | +0.2% | -0.1% |
| 30D | -3.7% | -2.7% | -1.0% | -1.8% |
| 3M | -7.3% | +2.5% | -9.8% | -9.0% |
| 6M | -10.5% | +9.2% | -19.7% | -16.0% |
| YTD | -7.5% | +9.8% | -17.3% | -13.7% |
| 1Y | -8.7% | +12.4% | -21.1% | -16.3% |
| 3Y | +31.4% | +55.9% | -24.5% | -6.2% |
| All | +37.4% | +63.0% | -25.6% | -7.7% |
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