+27.1%
PEG vs VLTO
+69.5%
-42.4%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.1% | -0.8% |
| 7D | -2.3% | +5.4% | -7.7% | -3.2% |
| 30D | +1.2% | +22.3% | -21.1% | -2.6% |
| 3M | -2.4% | +19.6% | -22.0% | -5.7% |
| 6M | -6.9% | +35.2% | -42.0% | -12.3% |
| YTD | -7.2% | +17.9% | -25.1% | -10.2% |
| 1Y | -8.9% | +19.5% | -28.4% | -12.2% |
| 3Y | +27.1% | +73.9% | -46.8% | +21.9% |
| All | +27.1% | +69.5% | -42.4% | +21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling