+5.2%
VUG vs PEG
-6.2%
+11.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +1.0% | +1.6% |
| 7D | -3.0% | +1.0% | -4.0% | -2.9% |
| 30D | -6.4% | +6.6% | -13.0% | -6.0% |
| 3M | -3.2% | -3.1% | -0.1% | -3.5% |
| 6M | +3.1% | -7.4% | +10.5% | +2.5% |
| YTD | +6.3% | -6.4% | +12.7% | +5.4% |
| 1Y | +5.2% | -7.4% | +12.6% | +4.3% |
| All | +5.2% | -6.2% | +11.4% | +4.3% |
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