+4.7%
PEP vs VFC
-79.1%
+83.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -0.8% |
| 7D | -1.4% | -1.6% | +0.2% | -1.3% |
| 30D | +0.2% | -11.6% | +11.9% | +0.9% |
| 3M | -1.1% | -18.1% | +17.0% | -0.1% |
| 6M | -13.5% | -27.4% | +13.9% | -12.2% |
| YTD | -1.2% | -24.8% | +23.6% | 0.0% |
| 1Y | -1.6% | -8.2% | +6.7% | -1.6% |
| 3Y | -12.5% | -29.1% | +16.6% | -14.0% |
| All | +4.7% | -79.1% | +83.8% | +19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling