+488.0%
PEY vs VT
+374.2%
+113.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | +0.4% | -2.0% | -2.0% |
| 30D | -0.3% | +1.0% | -1.3% | -1.2% |
| 3M | +10.5% | +2.4% | +8.1% | +7.7% |
| 6M | +17.4% | +12.0% | +5.4% | +5.3% |
| YTD | +25.1% | +15.3% | +9.7% | +9.2% |
| 1Y | +21.5% | +22.6% | -1.1% | +0.4% |
| 3Y | +37.4% | +74.7% | -37.3% | -17.7% |
| 5Y | +52.1% | +66.1% | -14.0% | -6.1% |
| 10Y | +139.5% | +225.0% | -85.5% | -20.1% |
| All | +488.0% | +374.2% | +113.8% | +62.1% |
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