+198.3%
PEBK vs VT
+221.4%
-23.2%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.6% |
| 7D | +0.6% | +1.0% | -0.4% | -0.2% |
| 30D | +1.0% | -0.2% | +1.2% | +1.1% |
| 3M | +0.2% | +4.5% | -4.4% | -4.0% |
| 6M | +16.6% | +14.1% | +2.6% | +3.1% |
| YTD | +21.9% | +14.8% | +7.1% | +7.2% |
| 1Y | +40.6% | +21.2% | +19.4% | +17.6% |
| 3Y | +113.7% | +76.6% | +37.1% | +27.3% |
| 5Y | +81.3% | +66.6% | +14.7% | +11.6% |
| 10Y | +198.3% | +222.3% | -24.0% | +6.1% |
| All | +198.3% | +221.4% | -23.2% | +6.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling