+1,855.0%
VRT vs PEG
+95.1%
+1,759.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.7% | -2.8% |
| 7D | -17.7% | +2.6% | -20.3% | -18.9% |
| 30D | -20.0% | +3.3% | -23.3% | -21.9% |
| 3M | -28.1% | +1.1% | -29.1% | -28.7% |
| 6M | -42.8% | -1.4% | -41.4% | -42.9% |
| YTD | +20.0% | -4.6% | +24.5% | +22.5% |
| 1Y | +3.5% | -7.2% | +10.7% | +7.6% |
| 3Y | +366.1% | +33.7% | +332.4% | +298.0% |
| 5Y | +632.2% | +40.8% | +591.3% | +503.0% |
| All | +1,855.0% | +95.1% | +1,759.9% | +1,170.8% |
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