+645.9%
VST vs PEG
+42.5%
+603.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | +19.2% | +2.3% | +16.8% | +16.4% |
| 30D | -17.2% | +6.1% | -23.3% | -22.7% |
| 3M | -8.1% | -0.5% | -7.6% | -8.0% |
| 6M | -8.1% | -3.2% | -5.0% | -5.6% |
| YTD | -16.3% | -4.4% | -11.8% | -12.2% |
| 1Y | -24.1% | -7.4% | -16.7% | -17.7% |
| 3Y | +300.2% | +33.9% | +266.3% | +261.1% |
| 5Y | +645.9% | +42.3% | +603.6% | +568.9% |
| All | +645.9% | +42.5% | +603.4% | +568.9% |
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 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