+266.4%
PEP vs VEA
+170.4%
+96.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.4% | +1.0% | -2.4% | -1.8% |
| 30D | +0.2% | +1.9% | -1.7% | -0.6% |
| 3M | -1.1% | +3.2% | -4.3% | -2.8% |
| 6M | -13.5% | +10.2% | -23.7% | -17.7% |
| YTD | -1.2% | +18.9% | -20.1% | -9.2% |
| 1Y | -1.6% | +29.3% | -30.9% | -13.0% |
| 3Y | -12.5% | +76.8% | -89.3% | -33.4% |
| 5Y | +3.0% | +61.2% | -58.2% | -19.0% |
| 10Y | +73.9% | +163.3% | -89.4% | +8.5% |
| All | +266.4% | +170.4% | +96.0% | +101.6% |
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