-45.5%
VRT vs PEG
-1.2%
-44.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +3.3% | +6.3% | +10.0% |
| 7D | -10.6% | +0.9% | -11.5% | -10.9% |
| 30D | -17.4% | +3.8% | -21.2% | -17.0% |
| 3M | -26.4% | +0.1% | -26.5% | -28.2% |
| All | -45.5% | -1.2% | -44.3% | -48.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling