+121.5%
PEO vs VT
+345.0%
-223.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | +1.5% |
| 7D | -8.8% | -4.2% | -4.6% | -5.3% |
| 30D | -3.2% | -5.8% | +2.6% | +2.1% |
| 3M | +4.3% | -5.2% | +9.5% | +9.2% |
| 6M | +2.9% | +0.1% | +2.8% | +1.4% |
| YTD | +33.4% | +8.2% | +25.2% | +21.0% |
| 1Y | +39.6% | +10.1% | +29.5% | +24.4% |
| 3Y | +63.5% | +69.7% | -6.2% | -5.4% |
| 5Y | +130.5% | +53.4% | +77.1% | +45.1% |
| 10Y | +187.5% | +219.2% | -31.7% | -8.8% |
| All | +121.5% | +345.0% | -223.4% | -53.1% |
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 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