+44.7%
PEB vs VT
+411.7%
-367.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.1% | -2.2% | -1.1% |
| 7D | -4.2% | -4.2% | 0.0% | +1.1% |
| 30D | +9.6% | -5.8% | +15.4% | +18.3% |
| 3M | +9.1% | -5.2% | +14.3% | +16.6% |
| 6M | +45.5% | +0.1% | +45.3% | +44.5% |
| YTD | +84.2% | +8.2% | +75.9% | +65.6% |
| 1Y | +102.8% | +10.1% | +92.7% | +78.2% |
| 3Y | +63.2% | +69.7% | -6.5% | -13.5% |
| 5Y | -17.8% | +53.4% | -71.2% | -49.6% |
| 10Y | +3.0% | +219.2% | -216.2% | -69.7% |
| All | +44.7% | +411.7% | -367.0% | -70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling