-7.4%
PEG vs VLTO
+20.4%
-27.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.8% |
| 7D | +2.3% | +0.8% | +1.5% | +2.3% |
| 30D | +6.1% | +18.7% | -12.5% | +5.0% |
| 3M | -0.5% | +21.7% | -22.2% | -1.6% |
| 6M | -3.2% | +35.8% | -39.0% | -4.7% |
| YTD | -4.4% | +18.3% | -22.7% | -6.2% |
| 1Y | -7.4% | +20.9% | -28.3% | -9.1% |
| All | -7.4% | +20.4% | -27.8% | -9.1% |
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