+41.5%
PEG vs VO
+36.6%
+4.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.7% | +0.6% | +1.8% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | +3.8% | +0.5% | +3.3% | +3.4% |
| 3M | +0.1% | -1.0% | +1.1% | +0.6% |
| 6M | -1.0% | +6.4% | -7.4% | -4.5% |
| YTD | -4.1% | +13.6% | -17.7% | -11.0% |
| 1Y | -6.9% | +14.5% | -21.3% | -14.0% |
| 3Y | +35.6% | +67.2% | -31.6% | +1.5% |
| All | +41.5% | +36.6% | +4.9% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling