-3.4%
PEP vs VFC
+50.0%
-53.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +2.1% |
| 7D | +2.9% | +1.6% | +1.3% | +2.8% |
| 30D | +12.5% | +25.5% | -13.0% | +11.1% |
| 3M | +4.5% | +41.3% | -36.8% | +2.6% |
| 6M | -0.5% | +22.2% | -22.7% | -1.8% |
| YTD | +4.4% | +16.4% | -12.0% | +3.1% |
| 1Y | +4.4% | +38.4% | -34.1% | +2.1% |
| 3Y | -3.4% | +56.2% | -59.6% | -8.5% |
| All | -3.4% | +50.0% | -53.4% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling