+308.5%
PEP vs VEU
+176.7%
+131.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +13.6% | -1.0% | +14.6% | +14.0% |
| 3M | +5.1% | -3.6% | +8.7% | +6.5% |
| 6M | -1.6% | -1.2% | -0.4% | -1.8% |
| YTD | +3.3% | +12.0% | -8.6% | -2.6% |
| 1Y | +3.2% | +13.9% | -10.6% | -3.5% |
| 3Y | -3.9% | +71.3% | -75.2% | -25.7% |
| 5Y | +4.0% | +50.3% | -46.3% | -15.5% |
| 10Y | +90.1% | +150.3% | -60.2% | +22.2% |
| All | +308.5% | +176.7% | +131.8% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling