+39.7%
PEG vs VT
+57.5%
-17.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +2.3% | +2.9% | -0.6% | +0.9% |
| 30D | +6.1% | -2.5% | +8.7% | +7.4% |
| 3M | -0.5% | -3.3% | +2.8% | +1.0% |
| 6M | -3.2% | +1.5% | -4.7% | -4.4% |
| YTD | -4.4% | +11.4% | -15.8% | -10.4% |
| 1Y | -7.4% | +11.9% | -19.3% | -13.5% |
| 3Y | +33.9% | +73.9% | -39.9% | -3.1% |
| All | +39.7% | +57.5% | -17.8% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling