+1,024.4%
VRT vs PEG
+38.2%
+986.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +2.9% | +3.1% |
| 7D | +13.6% | +1.0% | +12.6% | +12.8% |
| 30D | +6.8% | -1.9% | +8.6% | +8.2% |
| 3M | -3.2% | -3.7% | +0.5% | -1.3% |
| 6M | +20.3% | -9.4% | +29.8% | +28.3% |
| YTD | +79.6% | -6.0% | +85.6% | +86.1% |
| 1Y | +139.0% | -4.4% | +143.4% | +142.8% |
| 3Y | +644.6% | +33.5% | +611.1% | +538.8% |
| 5Y | +1,024.4% | +35.7% | +988.6% | +814.8% |
| All | +1,024.4% | +38.2% | +986.1% | +814.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling