+111.1%
VSH vs PEG
+171.2%
-60.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.4% | -5.7% | -5.0% |
| 7D | +14.3% | +4.5% | +9.8% | +11.8% |
| 30D | -7.9% | +7.5% | -15.4% | -11.6% |
| 3M | -19.9% | +0.8% | -20.7% | -20.5% |
| 6M | -30.5% | 0.0% | -30.5% | -30.9% |
| YTD | +85.7% | -3.0% | +88.7% | +86.7% |
| 1Y | +98.9% | -4.7% | +103.7% | +101.9% |
| 3Y | +32.1% | +36.5% | -4.4% | +10.0% |
| 5Y | +39.7% | +44.4% | -4.7% | +10.8% |
| All | +111.1% | +171.2% | -60.1% | +30.9% |
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 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