+1,250.4%
VUG vs PEG
+648.6%
+601.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -0.3% | -2.4% | +2.1% | +0.6% |
| 3M | -0.7% | -4.8% | +4.1% | +1.0% |
| 6M | +14.6% | -10.7% | +25.3% | +19.4% |
| YTD | +9.0% | -6.7% | +15.7% | +11.3% |
| 1Y | +14.9% | -6.8% | +21.7% | +17.0% |
| 3Y | +86.0% | +34.5% | +51.6% | +59.4% |
| 5Y | +76.7% | +35.8% | +40.9% | +49.2% |
| 10Y | +411.3% | +141.7% | +269.6% | +223.5% |
| All | +1,250.4% | +648.6% | +601.8% | +446.2% |
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