+143.6%
VMC vs PEG
+148.3%
-4.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.4% | +0.4% |
| 7D | -3.7% | -0.9% | -2.8% | -3.3% |
| 30D | -12.8% | -2.8% | -10.0% | -11.7% |
| 3M | -7.9% | -6.9% | -1.0% | -4.9% |
| 6M | -7.5% | -11.4% | +3.9% | -2.5% |
| YTD | -11.6% | -7.4% | -4.2% | -8.8% |
| 1Y | -14.3% | -8.3% | -6.0% | -11.3% |
| 3Y | +18.5% | +31.5% | -13.0% | +1.1% |
| 5Y | +46.8% | +38.0% | +8.8% | +20.9% |
| All | +143.6% | +148.3% | -4.7% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling