+7.2%
VNQ vs PEG
+36.3%
-29.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -1.3% | -0.9% | -0.4% | -0.8% |
| 30D | -2.6% | -3.7% | +1.1% | -0.7% |
| 3M | -2.0% | -7.3% | +5.3% | +1.7% |
| 6M | +4.3% | -10.5% | +14.8% | +10.1% |
| YTD | +9.2% | -7.5% | +16.7% | +13.1% |
| 1Y | +5.6% | -8.7% | +14.3% | +9.9% |
| 3Y | +30.8% | +31.4% | -0.5% | +6.3% |
| All | +7.2% | +36.3% | -29.1% | -14.4% |
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