+53.3%
PEBO vs VT
+57.4%
-4.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -1.2% |
| 7D | -1.8% | +0.4% | -2.1% | -2.0% |
| 30D | +9.6% | -2.6% | +12.2% | +11.4% |
| 3M | -4.2% | -3.2% | -0.9% | -2.2% |
| 6M | +15.5% | +0.9% | +14.5% | +14.1% |
| YTD | +35.3% | +11.3% | +24.0% | +24.4% |
| 1Y | +40.3% | +14.0% | +26.3% | +26.8% |
| 3Y | +61.6% | +75.8% | -14.2% | +9.7% |
| 5Y | +53.3% | +57.8% | -4.5% | +11.4% |
| All | +53.3% | +57.4% | -4.0% | +11.4% |
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