+31.5%
PEG vs VSXY
+339.2%
-307.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | -0.1% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -2.8% | -22.1% | +19.3% | -2.1% |
| 3M | -6.9% | -1.1% | -5.8% | -7.0% |
| 6M | -11.4% | +53.8% | -65.2% | -12.9% |
| YTD | -7.4% | +35.5% | -42.9% | -8.8% |
| 1Y | -8.3% | +186.0% | -194.3% | -11.9% |
| All | +31.5% | +339.2% | -307.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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