-7.8%
PEG vs VLTO
+21.0%
-28.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +2.6% | +1.6% | +0.9% | +2.5% |
| 30D | +3.3% | +22.0% | -18.6% | +2.1% |
| 3M | +1.1% | +21.9% | -20.8% | -0.1% |
| 6M | -1.4% | +36.5% | -38.0% | -3.0% |
| YTD | -4.6% | +19.0% | -23.6% | -6.3% |
| All | -7.8% | +21.0% | -28.8% | -9.5% |
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