+227.7%
PEG vs VT
+345.0%
-117.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +2.5% |
| 7D | -0.7% | -4.2% | +3.5% | +1.9% |
| 30D | +1.9% | -5.8% | +7.7% | +5.7% |
| 3M | -2.3% | -5.2% | +2.9% | +0.9% |
| 6M | -6.7% | +0.1% | -6.8% | -7.3% |
| YTD | -6.6% | +8.2% | -14.8% | -12.1% |
| 1Y | -5.3% | +10.1% | -15.5% | -12.0% |
| 3Y | +26.8% | +69.7% | -42.8% | -12.1% |
| 5Y | +34.7% | +53.4% | -18.7% | -1.4% |
| 10Y | +151.8% | +219.2% | -67.4% | +10.4% |
| All | +227.7% | +345.0% | -117.3% | -1.4% |
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