+751.1%
PECO vs VT
+73.1%
+678.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +1.0% |
| 7D | +5.7% | -4.2% | +9.9% | +7.4% |
| 30D | +9.3% | -5.8% | +15.1% | +11.7% |
| 3M | -0.8% | -5.2% | +4.5% | +1.2% |
| 6M | +4.1% | +0.1% | +4.0% | +3.6% |
| YTD | +18.3% | +8.2% | +10.0% | +13.7% |
| 1Y | +24.1% | +10.1% | +13.9% | +18.3% |
| 3Y | +29.2% | +69.7% | -40.4% | +2.1% |
| 5Y | +44.3% | +53.4% | -9.1% | -9.9% |
| All | +751.1% | +73.1% | +678.0% | +519.7% |
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