+76.0%
VUG vs PEG
+33.9%
+42.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | -1.7% | -1.7% | +0.1% | -1.2% |
| 3M | +2.8% | -6.8% | +9.6% | +4.9% |
| 6M | +13.6% | -11.4% | +25.0% | +17.6% |
| YTD | +8.1% | -7.2% | +15.3% | +9.9% |
| 1Y | +13.1% | -6.1% | +19.2% | +14.2% |
| 3Y | +87.0% | +31.8% | +55.2% | +63.2% |
| 5Y | +76.0% | +35.6% | +40.4% | +49.7% |
| All | +76.0% | +33.9% | +42.1% | +49.7% |
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 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