+143.7%
PEG vs VO
+197.9%
-54.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.4% |
| 7D | -0.9% | -2.5% | +1.6% | +0.7% |
| 30D | -2.8% | -3.2% | +0.5% | -0.8% |
| 3M | -6.9% | +3.9% | -10.9% | -9.2% |
| 6M | -11.4% | +9.6% | -21.0% | -16.6% |
| YTD | -7.4% | +11.6% | -19.0% | -13.9% |
| 1Y | -8.3% | +12.6% | -20.9% | -15.3% |
| 3Y | +31.5% | +55.4% | -23.8% | -1.5% |
| 5Y | +38.0% | +41.8% | -3.9% | +7.6% |
| All | +143.7% | +197.9% | -54.2% | +15.5% |
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