+414.3%
VUG vs PEG
+148.0%
+266.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | -0.5% | -0.9% | +0.4% | -0.2% |
| 30D | -1.0% | -3.7% | +2.8% | +0.4% |
| 3M | +3.5% | -7.3% | +10.8% | +6.2% |
| 6M | +14.2% | -10.5% | +24.7% | +18.4% |
| YTD | +8.5% | -7.5% | +16.0% | +10.8% |
| 1Y | +12.9% | -8.7% | +21.6% | +15.7% |
| 3Y | +85.6% | +31.4% | +54.3% | +61.6% |
| 5Y | +78.1% | +37.8% | +40.3% | +50.3% |
| All | +414.3% | +148.0% | +266.3% | +255.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling