-32.0%
VST vs PEG
-6.5%
-25.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.2% | +11.2% |
| 7D | -9.8% | -2.3% | -7.5% | -7.9% |
| 30D | -25.1% | +1.2% | -26.4% | -26.7% |
| 3M | -11.6% | -2.4% | -9.2% | -9.9% |
| 6M | -20.9% | -6.9% | -14.1% | -15.4% |
| YTD | -22.3% | -7.2% | -15.1% | -18.3% |
| 1Y | -32.0% | -8.9% | -23.1% | -26.2% |
| All | -32.0% | -6.5% | -25.5% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling