+2,263.1%
VGT vs PEG
+654.1%
+1,609.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +1.8% | +1.0% | +0.8% | +1.4% |
| 30D | -0.3% | -1.9% | +1.5% | +0.4% |
| 3M | +3.4% | -3.7% | +7.0% | +4.6% |
| 6M | +35.0% | -9.4% | +44.4% | +39.6% |
| YTD | +28.8% | -6.0% | +34.8% | +30.9% |
| 1Y | +38.0% | -4.4% | +42.3% | +38.9% |
| 3Y | +125.8% | +33.5% | +92.3% | +95.4% |
| 5Y | +134.7% | +35.7% | +99.0% | +99.6% |
| 10Y | +792.6% | +140.4% | +652.2% | +477.8% |
| All | +2,263.1% | +654.1% | +1,609.0% | +897.6% |
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 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