+3,159.9%
PEP vs VFC
+845.1%
+2,314.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.0% | -1.0% |
| 7D | -1.4% | -1.6% | +0.2% | -1.2% |
| 30D | +0.2% | -11.6% | +11.9% | +2.2% |
| 3M | -1.1% | -18.1% | +17.0% | +1.5% |
| 6M | -13.5% | -27.4% | +13.9% | -9.8% |
| YTD | -1.2% | -24.8% | +23.6% | +2.1% |
| 1Y | -1.6% | -8.2% | +6.7% | -2.3% |
| 3Y | -12.5% | -29.1% | +16.6% | -16.5% |
| 5Y | +3.0% | -79.2% | +82.2% | +22.6% |
| 10Y | +73.9% | -68.1% | +142.0% | +80.7% |
| All | +3,159.9% | +845.1% | +2,314.8% | +1,407.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling