+1,421.9%
VSH vs PEG
+2,979.7%
-1,557.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.3% | -4.9% |
| 7D | +26.2% | +2.3% | +23.9% | +25.0% |
| 30D | -12.5% | +6.1% | -18.6% | -14.9% |
| 3M | -16.9% | -0.5% | -16.4% | -16.9% |
| 6M | -17.0% | -3.2% | -13.8% | -16.2% |
| YTD | +93.8% | -4.4% | +98.2% | +96.2% |
| 1Y | +99.3% | -7.4% | +106.7% | +104.6% |
| 3Y | +35.0% | +33.9% | +1.0% | +17.5% |
| 5Y | +45.8% | +42.3% | +3.5% | +22.3% |
| 10Y | +127.1% | +166.4% | -39.2% | +44.0% |
| All | +1,421.9% | +2,979.7% | -1,557.9% | +428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling