+255.1%
PERI vs VT
+223.7%
+31.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -3.2% |
| 7D | -0.1% | +0.4% | -0.5% | -0.9% |
| 30D | +28.7% | -2.6% | +31.3% | +32.5% |
| 3M | +16.2% | -3.2% | +19.4% | +20.6% |
| 6M | +3.1% | +0.9% | +2.1% | +0.6% |
| YTD | +19.0% | +11.3% | +7.7% | +1.4% |
| 1Y | +27.1% | +14.0% | +13.1% | +5.1% |
| 3Y | -58.1% | +75.8% | -133.9% | -80.5% |
| 5Y | -61.1% | +57.8% | -119.0% | -78.5% |
| 10Y | +255.1% | +219.8% | +35.3% | -14.7% |
| All | +255.1% | +223.7% | +31.5% | -14.7% |
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