+47.7%
VMC vs PEG
+33.9%
+13.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -1.9% | -2.7% |
| 7D | -5.3% | -0.1% | -5.2% | -5.3% |
| 30D | -12.3% | -1.7% | -10.5% | -11.7% |
| 3M | -10.3% | -6.8% | -3.5% | -7.6% |
| 6M | -8.6% | -11.4% | +2.8% | -4.1% |
| YTD | -11.9% | -7.2% | -4.7% | -9.4% |
| 1Y | -13.9% | -6.1% | -7.8% | -12.1% |
| 3Y | +18.2% | +31.8% | -13.6% | +1.2% |
| 5Y | +47.7% | +35.6% | +12.1% | +22.0% |
| All | +47.7% | +33.9% | +13.9% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling