+744.0%
PECO vs VT
+73.5%
+670.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +4.5% | -2.3% | +6.8% | +5.4% |
| 30D | +9.8% | -5.0% | +14.8% | +11.9% |
| 3M | +0.5% | -4.9% | +5.4% | +2.3% |
| 6M | +2.4% | -1.5% | +3.9% | +2.6% |
| YTD | +17.3% | +8.5% | +8.8% | +12.6% |
| 1Y | +21.6% | +11.4% | +10.3% | +15.4% |
| 3Y | +31.6% | +70.1% | -38.5% | +3.9% |
| 5Y | +43.1% | +53.7% | -10.6% | -10.7% |
| All | +744.0% | +73.5% | +670.5% | +514.1% |
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 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