+120.4%
VSH vs PEG
+167.4%
-47.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -5.0% |
| 7D | +26.2% | +2.3% | +23.9% | +24.8% |
| 30D | -12.5% | +6.1% | -18.6% | -15.4% |
| 3M | -16.9% | -0.5% | -16.4% | -16.9% |
| 6M | -17.0% | -3.2% | -13.8% | -16.1% |
| YTD | +93.8% | -4.4% | +98.2% | +96.5% |
| 1Y | +99.3% | -7.4% | +106.7% | +105.5% |
| 3Y | +35.0% | +33.9% | +1.0% | +13.6% |
| 5Y | +45.8% | +42.3% | +3.5% | +16.5% |
| All | +120.4% | +167.4% | -47.0% | +37.7% |
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