+115.7%
PEPG vs VT
+18.7%
+97.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.3% | -4.3% |
| 7D | -5.0% | -2.0% | -3.0% | -5.5% |
| 30D | +4.1% | -1.4% | +5.6% | +3.8% |
| 3M | +118.8% | +4.7% | +114.1% | +123.5% |
| 6M | -51.0% | +11.4% | -62.3% | -34.9% |
| YTD | -53.6% | +13.1% | -66.7% | -37.4% |
| 1Y | +115.7% | +19.0% | +96.7% | +581.3% |
| All | +115.7% | +18.7% | +97.0% | +581.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling