+42.7%
PECO vs VT
+59.8%
-17.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.8% |
| 7D | 0.0% | -0.7% | +0.7% | +0.3% |
| 30D | +9.1% | -1.7% | +10.9% | +10.1% |
| 3M | +4.6% | -2.3% | +6.9% | +5.9% |
| 6M | +5.3% | +1.5% | +3.8% | +3.7% |
| YTD | +18.9% | +12.0% | +6.9% | +9.2% |
| 1Y | +22.3% | +12.9% | +9.5% | +11.7% |
| 3Y | +35.8% | +74.9% | -39.1% | -11.8% |
| 5Y | +42.7% | +59.9% | -17.2% | -2.3% |
| All | +42.7% | +59.8% | -17.0% | -2.3% |
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 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