+1,002.6%
VST vs PEG
+150.2%
+852.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.7% | +11.2% | +11.1% |
| 7D | -9.8% | -2.3% | -7.5% | -8.2% |
| 30D | -25.1% | +1.2% | -26.4% | -26.4% |
| 3M | -11.6% | -2.4% | -9.2% | -10.1% |
| 6M | -20.9% | -6.9% | -14.1% | -16.3% |
| YTD | -22.3% | -7.2% | -15.1% | -17.0% |
| 1Y | -32.0% | -8.9% | -23.1% | -26.3% |
| 3Y | +262.4% | +27.1% | +235.3% | +227.0% |
| 5Y | +563.4% | +33.8% | +529.6% | +469.7% |
| 10Y | +1,120.7% | +150.2% | +970.5% | +729.9% |
| All | +1,002.6% | +150.2% | +852.3% | +647.7% |
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