-12.9%
PEB price history and return analytics
+57.4%
-70.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.6% | +0.4% | -0.8% |
| 7D | -1.1% | +0.4% | -1.5% | -1.6% |
| 30D | +13.8% | -2.6% | +16.4% | +18.4% |
| 3M | +19.8% | -3.2% | +23.0% | +25.5% |
| 6M | +48.0% | +0.9% | +47.0% | +44.8% |
| YTD | +92.6% | +11.3% | +81.3% | +61.5% |
| 1Y | +93.1% | +14.0% | +79.1% | +55.7% |
| 3Y | +88.8% | +75.8% | +13.0% | -18.9% |
| 5Y | -12.9% | +57.8% | -70.7% | -54.9% |
| All | -12.9% | +57.4% | -70.2% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling