+46.1%
PEG vs VSXY
+42.7%
+3.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.9% | -3.1% | +0.6% |
| 7D | +1.0% | -6.8% | +7.8% | +1.3% |
| 30D | -1.9% | -20.4% | +18.5% | -1.0% |
| 3M | -3.7% | +2.9% | -6.6% | -4.0% |
| 6M | -9.4% | +67.9% | -77.4% | -12.1% |
| YTD | -6.0% | +44.9% | -50.9% | -8.4% |
| 1Y | -4.4% | +205.9% | -210.3% | -10.5% |
| 3Y | +33.5% | +373.9% | -340.3% | +18.5% |
| 5Y | +35.7% | +23.5% | +12.3% | +27.0% |
| All | +46.1% | +42.7% | +3.4% | +36.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling