-59.2%
PEPG vs VT
+85.8%
-145.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.1% | +13.0% | +12.8% |
| 7D | +114.7% | -0.7% | +115.4% | +116.1% |
| 30D | +111.2% | -1.7% | +113.0% | +115.4% |
| 3M | +81.4% | -2.3% | +83.7% | +86.5% |
| 6M | +209.4% | +1.5% | +207.9% | +206.2% |
| YTD | -19.2% | +12.0% | -31.2% | -31.6% |
| 1Y | +13.1% | +12.9% | +0.2% | -5.0% |
| 3Y | +36.3% | +74.9% | -38.7% | -37.5% |
| All | -59.2% | +85.8% | -145.0% | -84.5% |
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