+33.5%
PEG vs VO
+57.7%
-24.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.1% |
| 7D | +1.0% | +0.6% | +0.4% | +0.7% |
| 30D | -1.9% | -1.1% | -0.8% | -1.3% |
| 3M | -3.7% | +4.5% | -8.2% | -6.3% |
| 6M | -9.4% | +11.1% | -20.5% | -15.1% |
| YTD | -6.0% | +13.5% | -19.5% | -13.3% |
| 1Y | -4.4% | +14.5% | -18.8% | -12.4% |
| 3Y | +33.5% | +58.1% | -24.6% | -2.5% |
| All | +33.5% | +57.7% | -24.2% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling