+283.2%
PEP vs VEA
+157.0%
+126.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.1% |
| 7D | +1.1% | -1.3% | +2.3% | +1.5% |
| 30D | +13.6% | 0.0% | +13.7% | +13.5% |
| 3M | +5.1% | -3.6% | +8.7% | +6.5% |
| 6M | -1.6% | -0.5% | -1.1% | -2.1% |
| YTD | +3.3% | +13.0% | -9.6% | -3.1% |
| 1Y | +3.2% | +16.3% | -13.0% | -4.5% |
| 3Y | -3.9% | +74.4% | -78.3% | -26.6% |
| 5Y | +4.0% | +55.8% | -51.8% | -17.2% |
| 10Y | +90.1% | +161.1% | -71.0% | +19.0% |
| All | +283.2% | +157.0% | +126.3% | +115.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling