+142.9%
PEY vs VT
+223.7%
-80.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | -0.8% |
| 7D | +0.7% | +0.4% | +0.4% | +0.3% |
| 30D | +9.4% | -2.6% | +12.0% | +11.6% |
| 3M | +1.4% | -3.2% | +4.6% | +3.8% |
| 6M | +15.1% | +0.9% | +14.2% | +13.4% |
| YTD | +27.5% | +11.3% | +16.2% | +15.0% |
| 1Y | +29.2% | +14.0% | +15.1% | +14.1% |
| 3Y | +55.9% | +75.8% | -20.0% | -6.1% |
| 5Y | +52.0% | +57.8% | -5.9% | 0.0% |
| 10Y | +142.9% | +219.8% | -76.9% | -18.5% |
| All | +142.9% | +223.7% | -80.8% | -18.5% |
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 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