+348.0%
VT vs PEG
+222.1%
+126.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -4.2% | -0.7% | -3.5% | -3.9% |
| 30D | -5.8% | +1.9% | -7.7% | -6.8% |
| 3M | -5.2% | -2.3% | -2.9% | -4.4% |
| 6M | +0.1% | -6.7% | +6.8% | +2.9% |
| YTD | +8.2% | -6.6% | +14.8% | +10.8% |
| 1Y | +10.1% | -5.3% | +15.5% | +11.8% |
| 3Y | +69.7% | +26.8% | +42.8% | +45.3% |
| 5Y | +53.4% | +34.7% | +18.7% | +25.2% |
| 10Y | +219.2% | +151.8% | +67.4% | +73.9% |
| All | +348.0% | +222.1% | +126.0% | +67.9% |
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