+32.9%
VTR vs PEG
-8.5%
+41.4%
-13.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -0.3% | -0.9% | +0.6% | +0.1% |
| 30D | +1.1% | -3.7% | +4.8% | +2.9% |
| 3M | +7.9% | -7.3% | +15.2% | +11.9% |
| 6M | +6.2% | -10.5% | +16.6% | +11.9% |
| YTD | +17.7% | -7.5% | +25.2% | +22.6% |
| 1Y | +32.9% | -8.7% | +41.6% | +39.7% |
| All | +32.9% | -8.5% | +41.4% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling