-1.2%
VMC vs PEG
-5.8%
+4.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.2% |
| 7D | -1.3% | +4.5% | -5.8% | -3.1% |
| 30D | +15.5% | +7.5% | +7.9% | +12.1% |
| 3M | +0.6% | +0.8% | -0.3% | +0.1% |
| 6M | +2.1% | 0.0% | +2.0% | +2.6% |
| YTD | -1.6% | -3.0% | +1.5% | -1.3% |
| 1Y | -1.2% | -4.7% | +3.6% | -0.5% |
| All | -1.2% | -5.8% | +4.6% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling