+75.7%
PEP vs VEA
+162.2%
-86.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -1.4% | -2.1% | +0.7% | -0.4% |
| 30D | -0.2% | -1.1% | +0.8% | +0.2% |
| 3M | -4.3% | +5.1% | -9.4% | -6.9% |
| 6M | -13.2% | +9.8% | -23.0% | -17.9% |
| YTD | -1.9% | +15.9% | -17.8% | -10.0% |
| 1Y | -0.3% | +24.6% | -24.9% | -12.1% |
| 3Y | -13.6% | +75.5% | -89.1% | -37.9% |
| 5Y | +3.4% | +59.4% | -56.0% | -21.7% |
| All | +75.7% | +162.2% | -86.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEA 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling