+654.2%
PEG vs VO
+827.2%
-173.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +0.7% | -0.3% | +1.0% | +0.9% |
| 30D | -2.4% | -0.3% | -2.1% | -2.2% |
| 3M | -4.8% | +2.9% | -7.7% | -6.7% |
| 6M | -10.7% | +9.3% | -20.0% | -15.9% |
| YTD | -6.7% | +14.2% | -20.9% | -14.7% |
| 1Y | -6.8% | +15.3% | -22.1% | -15.5% |
| 3Y | +34.5% | +56.2% | -21.8% | -0.5% |
| 5Y | +35.8% | +42.4% | -6.7% | +4.8% |
| 10Y | +141.7% | +194.7% | -53.0% | +12.4% |
| All | +654.2% | +827.2% | -173.0% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling