+38.0%
PEG vs VSXY
+15.5%
+22.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +2.9% | 0.0% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -2.8% | -22.1% | +19.3% | -1.7% |
| 3M | -6.9% | -1.1% | -5.8% | -7.1% |
| 6M | -11.4% | +53.8% | -65.2% | -13.8% |
| YTD | -7.4% | +35.5% | -42.9% | -9.6% |
| 1Y | -8.3% | +186.0% | -194.3% | -14.1% |
| 3Y | +31.5% | +343.2% | -311.6% | +16.2% |
| 5Y | +38.0% | +19.0% | +18.9% | +25.7% |
| All | +38.0% | +15.5% | +22.4% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling