+1,636.0%
VSH vs PEG
+2,907.1%
-1,271.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.6% | +4.5% |
| 7D | +4.1% | +0.7% | +3.4% | +3.7% |
| 30D | -4.2% | -2.4% | -1.7% | -3.1% |
| 3M | -50.0% | -4.8% | -45.2% | -49.0% |
| 6M | +80.2% | -10.7% | +90.9% | +88.6% |
| YTD | +121.1% | -6.7% | +127.8% | +126.6% |
| 1Y | +112.0% | -6.8% | +118.8% | +117.2% |
| 3Y | +22.5% | +34.5% | -12.0% | +6.5% |
| 5Y | +64.0% | +35.8% | +28.3% | +40.5% |
| 10Y | +170.4% | +141.7% | +28.6% | +78.6% |
| All | +1,636.0% | +2,907.1% | -1,271.1% | +510.2% |
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