+705.8%
PECO vs VT
+84.5%
+621.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | -6.1% | +1.0% | -7.0% | -6.4% |
| 3M | +0.2% | +2.4% | -2.2% | -0.9% |
| 6M | +0.5% | +12.0% | -11.5% | -4.3% |
| YTD | +12.0% | +15.3% | -3.4% | +5.2% |
| 1Y | +11.9% | +22.6% | -10.7% | +2.2% |
| 3Y | +26.7% | +74.7% | -48.0% | -0.9% |
| 5Y | +53.4% | +66.1% | -12.8% | -5.4% |
| All | +705.8% | +84.5% | +621.4% | +473.3% |
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