+160.2%
PEG vs VT
+223.7%
-63.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +1.8% |
| 7D | +0.9% | +0.4% | +0.5% | +0.6% |
| 30D | +3.8% | -2.6% | +6.4% | +5.3% |
| 3M | +0.1% | -3.2% | +3.3% | +1.9% |
| 6M | -1.0% | +0.9% | -1.9% | -2.1% |
| YTD | -4.1% | +11.3% | -15.4% | -11.1% |
| 1Y | -6.9% | +14.0% | -20.9% | -15.0% |
| 3Y | +35.6% | +75.8% | -40.2% | -7.3% |
| 5Y | +42.8% | +57.8% | -15.1% | +3.4% |
| 10Y | +160.2% | +219.8% | -59.6% | +9.1% |
| All | +160.2% | +223.7% | -63.5% | +9.1% |
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