-12.5%
PEP vs VFC
-25.9%
+13.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +0.7% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | +0.7% | -11.9% | +12.6% | +1.3% |
| 3M | -0.5% | -20.2% | +19.6% | +0.4% |
| 6M | -11.3% | -23.0% | +11.7% | -10.4% |
| YTD | -0.6% | -26.2% | +25.6% | +0.5% |
| 1Y | +1.7% | -13.3% | +15.0% | +1.9% |
| 3Y | -12.5% | -25.5% | +13.0% | -16.0% |
| All | -12.5% | -25.9% | +13.4% | -16.0% |
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