+95.5%
PEP vs VEU
+149.9%
-54.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.3% |
| 7D | +2.9% | +2.1% | +0.8% | +1.9% |
| 30D | +12.5% | -0.9% | +13.4% | +12.8% |
| 3M | +4.5% | -5.4% | +9.9% | +7.0% |
| 6M | -0.5% | -1.8% | +1.3% | -0.4% |
| YTD | +4.4% | +10.9% | -6.5% | -2.2% |
| 1Y | +4.4% | +13.6% | -9.2% | -3.5% |
| 3Y | -3.4% | +69.3% | -72.6% | -29.1% |
| 5Y | +5.2% | +48.1% | -42.9% | -16.9% |
| All | +95.5% | +149.9% | -54.3% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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