+454.5%
V vs PEG
+159.1%
+295.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +0.6% | +2.6% | -2.0% | -0.4% |
| 30D | +9.7% | +3.3% | +6.4% | +8.3% |
| 3M | +17.3% | +1.1% | +16.2% | +16.6% |
| 6M | +33.2% | -1.4% | +34.7% | +33.5% |
| YTD | +21.3% | -4.6% | +25.9% | +22.5% |
| 1Y | +27.3% | -7.2% | +34.5% | +30.0% |
| 3Y | +76.1% | +33.7% | +42.3% | +49.3% |
| 5Y | +103.5% | +40.8% | +62.6% | +65.6% |
| 10Y | +454.5% | +162.8% | +291.6% | +257.6% |
| All | +454.5% | +159.1% | +295.3% | +257.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 10y: compounded portfolio wealth divided by compounded PEG 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…
10y analysis · Full analysis span regression · 6 months rolling