+500.3%
PEY vs VT
+345.0%
+155.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.8% | +2.2% |
| 7D | +2.9% | -4.2% | +7.1% | +6.7% |
| 30D | +10.2% | -5.8% | +16.0% | +15.8% |
| 3M | +1.8% | -5.2% | +7.0% | +6.4% |
| 6M | +15.9% | +0.1% | +15.7% | +14.7% |
| YTD | +27.7% | +8.2% | +19.4% | +17.5% |
| 1Y | +27.9% | +10.1% | +17.8% | +15.9% |
| 3Y | +50.4% | +69.7% | -19.2% | -7.9% |
| 5Y | +51.6% | +53.4% | -1.8% | +0.2% |
| 10Y | +152.8% | +219.2% | -66.4% | -14.7% |
| All | +500.3% | +345.0% | +155.3% | +74.5% |
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