+2,010.2%
VRT vs PEG
+95.4%
+1,914.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +18.6% | +2.3% | +16.3% | +17.0% |
| 30D | -11.7% | +6.1% | -17.8% | -15.2% |
| 3M | -27.3% | -0.5% | -26.8% | -27.2% |
| 6M | -42.9% | -3.2% | -39.7% | -42.3% |
| YTD | +29.5% | -4.4% | +33.9% | +32.0% |
| 1Y | +21.0% | -7.4% | +28.4% | +25.9% |
| 3Y | +403.1% | +33.9% | +369.2% | +329.1% |
| 5Y | +688.8% | +42.3% | +646.5% | +545.7% |
| All | +2,010.2% | +95.4% | +1,914.8% | +1,270.1% |
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