+134.2%
PEO vs VT
+374.2%
-240.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.2% |
| 7D | +2.0% | +0.4% | +1.6% | +1.6% |
| 30D | +10.2% | +1.0% | +9.3% | +9.1% |
| 3M | +11.0% | +2.4% | +8.6% | +7.9% |
| 6M | +12.0% | +12.0% | 0.0% | -1.1% |
| YTD | +41.0% | +15.3% | +25.7% | +21.0% |
| 1Y | +44.0% | +22.6% | +21.4% | +16.2% |
| 3Y | +62.9% | +74.7% | -11.8% | -7.9% |
| 5Y | +182.7% | +66.1% | +116.6% | +65.6% |
| 10Y | +188.2% | +225.0% | -36.8% | -9.7% |
| All | +134.2% | +374.2% | -240.0% | -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