+377.4%
VT vs PEG
+221.8%
+155.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +0.4% | +0.7% | -0.2% | +0.1% |
| 30D | +1.0% | -2.4% | +3.4% | +2.1% |
| 3M | +2.4% | -4.8% | +7.2% | +4.5% |
| 6M | +12.0% | -10.7% | +22.7% | +17.7% |
| YTD | +15.3% | -6.7% | +22.0% | +18.3% |
| 1Y | +22.6% | -6.8% | +29.4% | +25.5% |
| 3Y | +74.7% | +34.5% | +40.2% | +45.1% |
| 5Y | +66.1% | +35.8% | +30.4% | +35.2% |
| 10Y | +225.0% | +141.7% | +83.3% | +81.4% |
| All | +377.4% | +221.8% | +155.7% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling