-25.5%
VFC vs PEG
+34.5%
-59.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.4% |
| 30D | -11.9% | -1.9% | -10.1% | -11.3% |
| 3M | -20.2% | -3.7% | -16.5% | -18.7% |
| 6M | -23.0% | -9.4% | -13.5% | -19.7% |
| YTD | -26.2% | -6.0% | -20.2% | -24.7% |
| 1Y | -13.3% | -4.4% | -9.0% | -12.8% |
| 3Y | -25.5% | +33.5% | -59.0% | -41.9% |
| All | -25.5% | +34.5% | -59.9% | -41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling