+364.2%
PEG vs VYM
+487.3%
-123.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.9% |
| 7D | -0.1% | -1.0% | +0.9% | +0.7% |
| 30D | -1.7% | -2.0% | +0.3% | -0.1% |
| 3M | -6.8% | +3.1% | -9.8% | -9.0% |
| 6M | -11.4% | +8.9% | -20.2% | -17.3% |
| YTD | -7.2% | +14.7% | -22.0% | -17.1% |
| 1Y | -6.1% | +19.4% | -25.5% | -18.8% |
| 3Y | +31.8% | +65.4% | -33.6% | -12.6% |
| 5Y | +35.6% | +77.6% | -42.0% | -15.2% |
| 10Y | +148.7% | +207.8% | -59.1% | -1.7% |
| All | +364.2% | +487.3% | -123.1% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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