+0.7%
PEP vs VEU
+26.0%
-25.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.5% |
| 7D | +0.1% | +1.7% | -1.6% | +0.3% |
| 30D | +0.7% | +1.0% | -0.3% | +0.8% |
| 3M | -0.5% | +5.6% | -6.2% | +0.1% |
| 6M | -11.3% | +13.7% | -25.0% | -11.1% |
| YTD | -0.6% | +17.7% | -18.3% | +2.1% |
| All | +0.7% | +26.0% | -25.3% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling