-50.0%
VTRS vs PEG
+148.0%
-198.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.2% | -0.9% | -1.3% | -1.9% |
| 30D | +3.3% | -3.7% | +7.0% | +4.5% |
| 3M | +2.0% | -7.3% | +9.3% | +4.4% |
| 6M | +19.9% | -10.5% | +30.4% | +23.9% |
| YTD | +35.7% | -7.5% | +43.2% | +38.4% |
| 1Y | +68.1% | -8.7% | +76.8% | +71.8% |
| 3Y | +87.1% | +31.4% | +55.7% | +67.1% |
| 5Y | +47.6% | +37.8% | +9.9% | +28.8% |
| All | -50.0% | +148.0% | -198.0% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling