+1,187.3%
VUG vs PEG
+677.7%
+509.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.4% | -1.5% |
| 7D | +2.5% | +4.5% | -2.0% | +0.7% |
| 30D | -6.3% | +7.5% | -13.8% | -9.2% |
| 3M | -6.0% | +0.8% | -6.9% | -6.6% |
| 6M | -3.5% | 0.0% | -3.6% | -4.1% |
| YTD | +3.9% | -3.0% | +7.0% | +4.2% |
| 1Y | +5.1% | -4.7% | +9.8% | +6.1% |
| 3Y | +77.9% | +36.5% | +41.4% | +51.5% |
| 5Y | +62.4% | +44.4% | +18.1% | +33.5% |
| 10Y | +399.4% | +170.2% | +229.2% | +201.0% |
| All | +1,187.3% | +677.7% | +509.5% | +411.3% |
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 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