+150.1%
VXUS vs PEG
+139.0%
+11.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.6% | -0.3% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +0.7% | -1.7% | +2.4% | +1.2% |
| 3M | +4.8% | -6.8% | +11.5% | +7.1% |
| 6M | +11.3% | -11.4% | +22.7% | +15.6% |
| YTD | +16.5% | -7.2% | +23.7% | +19.0% |
| 1Y | +24.3% | -6.1% | +30.4% | +26.1% |
| 3Y | +74.5% | +31.8% | +42.7% | +54.6% |
| 5Y | +54.3% | +35.6% | +18.7% | +33.8% |
| 10Y | +150.1% | +148.7% | +1.4% | +73.2% |
| All | +150.1% | +139.0% | +11.1% | +73.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling