-49.7%
PEPG vs VT
+76.6%
-126.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.6% |
| 7D | +2.9% | +1.0% | +1.9% | +2.0% |
| 30D | +12.6% | -0.2% | +12.9% | +12.9% |
| 3M | +137.8% | +4.5% | +133.2% | +129.7% |
| 6M | -43.5% | +14.1% | -57.6% | -49.4% |
| YTD | -50.7% | +14.8% | -65.5% | -56.4% |
| 1Y | +115.4% | +21.2% | +94.2% | +78.2% |
| 3Y | -49.7% | +76.6% | -126.3% | -69.8% |
| All | -49.7% | +76.6% | -126.3% | -69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling