+44.6%
VSH vs PEG
+33.3%
+11.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.5% | +9.3% | +9.0% |
| 7D | +12.8% | +1.5% | +11.3% | +12.1% |
| 30D | -9.0% | +5.0% | -14.0% | -11.4% |
| 3M | -12.2% | -0.3% | -11.9% | -12.3% |
| 6M | -15.9% | -2.7% | -13.3% | -15.4% |
| YTD | +103.2% | -5.1% | +108.3% | +106.0% |
| 1Y | +108.4% | -8.3% | +116.7% | +115.6% |
| All | +44.6% | +33.3% | +11.3% | +28.9% |
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