-60.9%
PEPG vs VT
+84.7%
-145.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.5% |
| 7D | +117.2% | +2.9% | +114.4% | +109.8% |
| 30D | +101.6% | -2.5% | +104.1% | +107.4% |
| 3M | +73.8% | -3.3% | +77.1% | +80.9% |
| 6M | +200.0% | +1.5% | +198.5% | +196.9% |
| YTD | -22.6% | +11.4% | -33.9% | -34.0% |
| 1Y | -1.8% | +11.9% | -13.7% | -16.7% |
| 3Y | +30.6% | +73.9% | -43.3% | -39.7% |
| All | -60.9% | +84.7% | -145.6% | -85.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling