+789.7%
VFC vs PEG
+2,907.1%
-2,117.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -1.6% | +0.7% | -2.3% | -1.9% |
| 30D | -11.6% | -2.4% | -9.2% | -10.8% |
| 3M | -18.1% | -4.8% | -13.3% | -16.5% |
| 6M | -27.4% | -10.7% | -16.7% | -24.2% |
| YTD | -24.8% | -6.7% | -18.1% | -23.1% |
| 1Y | -8.2% | -6.8% | -1.4% | -6.4% |
| 3Y | -29.1% | +34.5% | -63.6% | -37.5% |
| 5Y | -79.2% | +35.8% | -114.9% | -81.7% |
| 10Y | -68.1% | +141.7% | -209.8% | -77.3% |
| All | +789.7% | +2,907.1% | -2,117.3% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling