+124.8%
VGT vs PEG
+31.8%
+93.0%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | -0.4% | -3.7% | +3.3% | +0.4% |
| 3M | +4.4% | -7.3% | +11.7% | +6.0% |
| 6M | +32.1% | -10.5% | +42.5% | +35.1% |
| YTD | +28.8% | -7.5% | +36.3% | +30.2% |
| 1Y | +35.3% | -8.7% | +44.1% | +37.1% |
| 3Y | +124.8% | +31.4% | +93.4% | +115.6% |
| All | +124.8% | +31.8% | +93.0% | +115.6% |
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