-2.9%
PEB price history and return analytics
+224.4%
-227.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -2.4% |
| 7D | -0.7% | -0.7% | 0.0% | +0.4% |
| 30D | +14.8% | -1.7% | +16.5% | +17.8% |
| 3M | +24.0% | -2.3% | +26.3% | +27.9% |
| 6M | +53.6% | +1.5% | +52.1% | +49.2% |
| YTD | +95.1% | +12.0% | +83.1% | +63.4% |
| 1Y | +95.3% | +12.9% | +82.4% | +61.6% |
| 3Y | +91.0% | +74.9% | +16.0% | -13.9% |
| 5Y | -8.5% | +59.9% | -68.4% | -52.1% |
| 10Y | -2.9% | +224.6% | -227.6% | -77.6% |
| All | -2.9% | +224.4% | -227.3% | -77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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