-44.1%
VG vs PEG
-9.6%
-34.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.7% | +4.1% | +4.4% |
| 7D | +15.1% | +2.3% | +12.8% | +13.6% |
| 30D | -4.2% | +6.1% | -10.3% | -7.6% |
| 3M | -3.1% | -0.5% | -2.6% | -2.8% |
| 6M | +0.3% | -3.2% | +3.5% | +1.6% |
| YTD | +95.5% | -4.4% | +99.9% | +90.8% |
| 1Y | +64.4% | -7.4% | +71.8% | +67.9% |
| All | -44.1% | -9.6% | -34.4% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling