+587.6%
PEBK vs VT
+374.2%
+213.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +1.3% | +0.4% | +0.8% | +1.1% |
| 30D | +2.1% | +1.0% | +1.1% | +1.7% |
| 3M | +5.4% | +2.4% | +3.1% | +4.3% |
| 6M | +16.0% | +12.0% | +4.0% | +10.8% |
| YTD | +24.4% | +15.3% | +9.0% | +17.4% |
| 1Y | +42.0% | +22.6% | +19.4% | +31.0% |
| 3Y | +123.5% | +74.7% | +48.8% | +81.2% |
| 5Y | +84.9% | +66.1% | +18.7% | +51.3% |
| 10Y | +199.5% | +225.0% | -25.5% | +105.5% |
| All | +587.6% | +374.2% | +213.5% | +439.3% |
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