+76.6%
PEP vs VFC
-69.1%
+145.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.8% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +0.7% | -11.9% | +12.6% | +2.1% |
| 3M | -0.5% | -20.2% | +19.6% | +1.6% |
| 6M | -11.3% | -23.0% | +11.7% | -9.2% |
| YTD | -0.6% | -26.2% | +25.6% | +1.9% |
| 1Y | +1.7% | -13.3% | +15.0% | +1.9% |
| 3Y | -12.5% | -25.5% | +13.0% | -16.1% |
| 5Y | +3.9% | -78.1% | +82.0% | +26.2% |
| 10Y | +76.6% | -68.8% | +145.4% | +101.1% |
| All | +76.6% | -69.1% | +145.7% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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