+290.6%
PEP vs VEU
+192.1%
+98.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.4% | +1.1% | -2.5% | -1.9% |
| 30D | +0.2% | +2.2% | -1.9% | -0.7% |
| 3M | -1.1% | +3.0% | -4.1% | -2.7% |
| 6M | -13.5% | +10.9% | -24.3% | -17.8% |
| YTD | -1.2% | +18.2% | -19.4% | -8.8% |
| 1Y | -1.6% | +28.3% | -29.8% | -12.5% |
| 3Y | -12.5% | +74.6% | -87.1% | -32.7% |
| 5Y | +3.0% | +56.4% | -53.3% | -17.6% |
| 10Y | +73.9% | +153.0% | -79.1% | +11.4% |
| All | +290.6% | +192.1% | +98.5% | +108.1% |
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 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