+1,474.1%
VTR vs PEG
+1,974.5%
-500.4%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.8% |
| 7D | -2.4% | +1.0% | -3.4% | -2.9% |
| 30D | -3.7% | -1.9% | -1.9% | -2.8% |
| 3M | +13.5% | -3.7% | +17.2% | +15.7% |
| 6M | +7.2% | -9.4% | +16.6% | +12.8% |
| YTD | +17.6% | -6.0% | +23.6% | +21.1% |
| 1Y | +35.4% | -4.4% | +39.7% | +37.9% |
| 3Y | +132.8% | +33.5% | +99.3% | +94.4% |
| 5Y | +88.7% | +35.7% | +52.9% | +55.3% |
| 10Y | +87.6% | +140.4% | -52.8% | +21.6% |
| All | +1,474.1% | +1,974.5% | -500.4% | +491.4% |
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