+1,199.2%
VUG vs PEG
+666.7%
+532.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +4.4% | +2.3% | +2.1% | +3.4% |
| 30D | -7.3% | +6.1% | -13.5% | -9.7% |
| 3M | -4.2% | -0.5% | -3.7% | -4.3% |
| 6M | -1.6% | -3.2% | +1.6% | -0.9% |
| YTD | +4.9% | -4.4% | +9.3% | +5.8% |
| 1Y | +3.8% | -7.4% | +11.2% | +6.0% |
| 3Y | +79.4% | +33.9% | +45.5% | +54.1% |
| 5Y | +63.9% | +42.3% | +21.6% | +35.6% |
| 10Y | +404.0% | +166.4% | +237.7% | +205.7% |
| All | +1,199.2% | +666.7% | +532.5% | +419.2% |
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