+403.5%
VRT vs PEG
+33.8%
+369.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.3% | +7.2% |
| 7D | -10.6% | +0.9% | -11.5% | -11.2% |
| 30D | -17.4% | +3.8% | -21.2% | -20.0% |
| 3M | -26.4% | +0.1% | -26.5% | -26.5% |
| 6M | -41.0% | -1.0% | -40.0% | -41.5% |
| YTD | +23.8% | -4.1% | +28.0% | +26.2% |
| 1Y | +11.6% | -6.9% | +18.5% | +16.5% |
| 3Y | +403.5% | +35.6% | +367.9% | +462.6% |
| All | +403.5% | +33.8% | +369.7% | +462.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling