+67.0%
VSH vs PEG
+32.7%
+34.3%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.7% |
| 7D | +3.5% | -1.0% | +4.5% | +4.0% |
| 30D | -4.4% | -2.6% | -1.7% | -3.3% |
| 3M | -45.8% | -7.6% | -38.2% | -43.9% |
| 6M | +90.1% | -12.2% | +102.3% | +101.3% |
| YTD | +120.3% | -8.1% | +128.4% | +127.3% |
| 1Y | +112.2% | -7.0% | +119.2% | +117.4% |
| 3Y | +36.6% | +30.6% | +6.0% | +21.1% |
| 5Y | +67.0% | +34.4% | +32.6% | +42.8% |
| All | +67.0% | +32.7% | +34.3% | +42.8% |
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