-68.5%
VFC vs PEG
+148.0%
-216.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.5% | +4.4% |
| 7D | -1.4% | -0.9% | -0.5% | -0.9% |
| 30D | -9.0% | -3.7% | -5.3% | -7.1% |
| 3M | -24.2% | -7.3% | -16.9% | -20.9% |
| 6M | -18.5% | -10.5% | -8.0% | -13.5% |
| YTD | -25.9% | -7.5% | -18.4% | -23.2% |
| 1Y | -13.0% | -8.7% | -4.3% | -9.5% |
| 3Y | -20.3% | +31.4% | -51.7% | -34.7% |
| 5Y | -78.1% | +37.8% | -115.9% | -82.7% |
| All | -68.5% | +148.0% | -216.5% | -80.7% |
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