+90.3%
VTR vs PEG
+35.4%
+54.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.3% |
| 30D | +4.0% | -2.8% | +6.8% | +5.5% |
| 3M | +7.8% | -6.9% | +14.8% | +11.9% |
| 6M | +6.4% | -11.4% | +17.8% | +13.2% |
| YTD | +18.3% | -7.4% | +25.7% | +22.8% |
| 1Y | +33.9% | -8.3% | +42.2% | +39.5% |
| 3Y | +134.3% | +31.5% | +102.8% | +89.5% |
| 5Y | +90.3% | +38.0% | +52.3% | +47.4% |
| All | +90.3% | +35.4% | +54.9% | +47.4% |
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 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