+25.3%
PEB vs VT
+445.3%
-420.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -2.5% | +0.4% | -2.9% | -3.1% |
| 30D | -5.6% | +1.0% | -6.5% | -6.8% |
| 3M | +7.1% | +2.4% | +4.7% | +3.6% |
| 6M | +39.1% | +12.0% | +27.1% | +19.9% |
| YTD | +59.5% | +15.3% | +44.1% | +32.5% |
| 1Y | +52.9% | +22.6% | +30.3% | +17.3% |
| 3Y | +25.3% | +74.7% | -49.3% | -35.8% |
| 5Y | -15.9% | +66.1% | -82.1% | -53.3% |
| 10Y | -27.1% | +225.0% | -252.2% | -79.3% |
| All | +25.3% | +445.3% | -420.0% | -76.6% |
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