-15.9%
PEB vs VT
+66.2%
-82.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -2.5% | +0.4% | -2.9% | -3.2% |
| 30D | -5.6% | +1.0% | -6.5% | -7.0% |
| 3M | +7.1% | +2.4% | +4.7% | +2.9% |
| 6M | +39.1% | +12.0% | +27.1% | +16.2% |
| YTD | +59.5% | +15.3% | +44.1% | +27.1% |
| 1Y | +52.9% | +22.6% | +30.3% | +10.4% |
| 3Y | +25.3% | +74.7% | -49.3% | -45.4% |
| All | -15.9% | +66.2% | -82.0% | -59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling