+75.7%
PEP vs VEA
+165.5%
-89.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.9% |
| 7D | -1.7% | +0.3% | -2.0% | -1.8% |
| 30D | +0.3% | +0.4% | -0.1% | 0.0% |
| 3M | -3.2% | +4.8% | -8.1% | -5.8% |
| 6M | -13.6% | +11.3% | -24.8% | -18.8% |
| YTD | -1.9% | +17.4% | -19.2% | -10.4% |
| 1Y | -0.6% | +26.2% | -26.8% | -12.9% |
| 3Y | -13.6% | +77.7% | -91.3% | -38.2% |
| 5Y | +3.2% | +60.9% | -57.7% | -22.1% |
| All | +75.7% | +165.5% | -89.8% | -8.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling