+2,397.0%
VRT vs PEG
+89.3%
+2,307.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.2% | -5.4% | -5.5% |
| 7D | -7.7% | -0.9% | -6.8% | -7.1% |
| 30D | -12.0% | -2.8% | -9.2% | -10.3% |
| 3M | -11.7% | -6.9% | -4.7% | -7.9% |
| 6M | -8.1% | -11.4% | +3.3% | -1.3% |
| YTD | +53.2% | -7.4% | +60.6% | +59.9% |
| 1Y | +81.7% | -8.3% | +89.9% | +89.8% |
| 3Y | +535.3% | +31.5% | +503.7% | +449.3% |
| 5Y | +916.4% | +38.0% | +878.4% | +750.7% |
| All | +2,397.0% | +89.3% | +2,307.7% | +1,559.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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