+169.1%
PEG vs VTEB
+26.0%
+143.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -0.1% | -0.7% | +0.6% | +0.6% |
| 30D | -1.7% | -2.1% | +0.3% | +0.2% |
| 3M | -6.8% | -2.7% | -4.1% | -4.5% |
| 6M | -11.4% | -2.1% | -9.2% | -9.6% |
| YTD | -7.2% | -1.1% | -6.1% | -6.2% |
| 1Y | -6.1% | +1.3% | -7.5% | -7.1% |
| 3Y | +31.8% | +9.0% | +22.8% | +21.6% |
| 5Y | +35.6% | +1.5% | +34.1% | +32.9% |
| 10Y | +148.7% | +18.5% | +130.2% | +122.0% |
| All | +169.1% | +26.0% | +143.1% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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