+167.5%
PEG vs VO
+197.6%
-30.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +4.5% | +3.1% | +1.4% | +2.5% |
| 30D | +7.5% | +2.2% | +5.3% | +6.0% |
| 3M | +0.8% | -2.5% | +3.3% | +2.3% |
| 6M | 0.0% | +7.0% | -6.9% | -4.3% |
| YTD | -3.0% | +14.0% | -17.0% | -11.1% |
| 1Y | -4.7% | +15.6% | -20.4% | -13.5% |
| 3Y | +36.5% | +66.2% | -29.7% | -2.0% |
| 5Y | +44.4% | +36.6% | +7.7% | +15.7% |
| All | +167.5% | +197.6% | -30.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling