-7.4%
PEG vs VLTO
+18.3%
-25.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.5% |
| 7D | +1.0% | +13.8% | -12.8% | +0.3% |
| 30D | +6.6% | +21.2% | -14.6% | +5.6% |
| 3M | -3.1% | +21.5% | -24.6% | -4.0% |
| 6M | -7.4% | +33.0% | -40.3% | -8.5% |
| YTD | -6.4% | +17.8% | -24.2% | -8.1% |
| 1Y | -7.4% | +18.1% | -25.6% | -8.8% |
| All | -7.4% | +18.3% | -25.7% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling