+35.3%
VMC vs PEG
+36.1%
-0.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.1% |
| 7D | -1.3% | +4.5% | -5.8% | -2.8% |
| 30D | +15.5% | +7.5% | +7.9% | +12.7% |
| 3M | +0.6% | +0.8% | -0.3% | +0.2% |
| 6M | +2.1% | 0.0% | +2.0% | +2.1% |
| YTD | -1.6% | -3.0% | +1.5% | -0.8% |
| 1Y | -1.2% | -4.7% | +3.6% | +0.1% |
| 3Y | +35.3% | +36.5% | -1.2% | +22.9% |
| All | +35.3% | +36.1% | -0.8% | +22.9% |
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