+561.7%
VTRS vs PEG
+2,884.2%
-2,322.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -3.3% | -0.9% | -2.4% | -3.0% |
| 30D | +1.4% | -2.8% | +4.1% | +2.3% |
| 3M | +4.6% | -6.9% | +11.6% | +7.1% |
| 6M | +18.1% | -11.4% | +29.5% | +22.6% |
| YTD | +34.7% | -7.4% | +42.1% | +37.4% |
| 1Y | +65.6% | -8.3% | +73.9% | +69.2% |
| 3Y | +83.8% | +31.5% | +52.2% | +64.3% |
| 5Y | +46.5% | +38.0% | +8.5% | +27.8% |
| 10Y | -48.6% | +148.3% | -196.9% | -64.3% |
| All | +561.7% | +2,884.2% | -2,322.6% | +106.9% |
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