+140.8%
PEG vs VT
+224.5%
-83.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.7% | +0.4% | +0.2% | +0.4% |
| 30D | -2.4% | +1.0% | -3.4% | -3.0% |
| 3M | -4.8% | +2.4% | -7.2% | -6.5% |
| 6M | -10.7% | +12.0% | -22.7% | -17.3% |
| YTD | -6.7% | +15.3% | -22.0% | -15.3% |
| 1Y | -6.8% | +22.6% | -29.4% | -18.8% |
| 3Y | +34.5% | +74.7% | -40.2% | -7.6% |
| 5Y | +35.8% | +66.1% | -30.4% | -4.9% |
| All | +140.8% | +224.5% | -83.7% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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