+57.8%
VT vs PEG
+43.1%
+14.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.7% | +1.6% |
| 7D | +0.4% | +0.9% | -0.5% | +0.1% |
| 30D | -2.6% | +3.8% | -6.4% | -3.8% |
| 3M | -3.2% | +0.1% | -3.3% | -3.4% |
| 6M | +0.9% | -1.0% | +1.9% | +0.9% |
| YTD | +11.3% | -4.1% | +15.4% | +12.2% |
| 1Y | +14.0% | -6.9% | +20.9% | +16.0% |
| 3Y | +75.8% | +35.6% | +40.2% | +52.4% |
| 5Y | +57.8% | +42.8% | +15.1% | +32.3% |
| All | +57.8% | +43.1% | +14.7% | +32.3% |
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