-39.3%
VG vs PEG
-11.8%
-27.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.7% | +0.7% | +1.0% | +1.2% |
| 30D | +16.0% | -2.4% | +18.4% | +17.6% |
| 3M | +9.7% | -4.8% | +14.5% | +12.6% |
| 6M | +29.6% | -10.7% | +40.3% | +38.0% |
| YTD | +112.0% | -6.7% | +118.7% | +110.0% |
| 1Y | +12.8% | -6.8% | +19.6% | +10.8% |
| All | -39.3% | -11.8% | -27.6% | -33.0% |
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