-21.6%
PEB price history and return analytics
+229.8%
-251.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -2.6% |
| 7D | -1.1% | -1.1% | +0.1% | +0.5% |
| 30D | -1.3% | -1.0% | -0.3% | -0.1% |
| 3M | +0.7% | +3.2% | -2.5% | -4.1% |
| 6M | +41.1% | +12.5% | +28.6% | +17.9% |
| YTD | +57.8% | +14.1% | +43.7% | +29.0% |
| 1Y | +51.5% | +18.9% | +32.6% | +16.2% |
| 3Y | +21.1% | +74.1% | -53.0% | -44.7% |
| 5Y | -14.1% | +66.9% | -81.0% | -57.5% |
| All | -21.6% | +229.8% | -251.3% | -81.5% |
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