+325.3%
VWO vs PEG
+491.4%
-166.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | +0.1% |
| 7D | +0.2% | -0.1% | +0.2% | +0.2% |
| 30D | +0.9% | -1.7% | +2.6% | +1.8% |
| 3M | +4.3% | -6.8% | +11.0% | +8.0% |
| 6M | +10.5% | -11.4% | +21.9% | +17.2% |
| YTD | +13.4% | -7.2% | +20.6% | +17.0% |
| 1Y | +18.6% | -6.1% | +24.7% | +21.2% |
| 3Y | +65.8% | +31.8% | +34.0% | +35.7% |
| 5Y | +35.2% | +35.6% | -0.4% | +5.5% |
| 10Y | +116.6% | +148.7% | -32.1% | +3.4% |
| All | +325.3% | +491.4% | -166.1% | +12.5% |
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