+227.4%
PEG vs VT
+374.2%
-146.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.1% |
| 3M | -4.8% | +2.4% | -7.2% | -6.6% |
| 6M | -10.7% | +12.0% | -22.7% | -17.5% |
| YTD | -6.7% | +15.3% | -22.0% | -15.6% |
| 1Y | -6.8% | +22.6% | -29.4% | -19.1% |
| 3Y | +34.5% | +74.7% | -40.2% | -8.3% |
| 5Y | +35.8% | +66.1% | -30.4% | -5.6% |
| 10Y | +141.7% | +225.0% | -83.3% | +5.1% |
| All | +227.4% | +374.2% | -146.8% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling