+3,280.3%
PEP vs VFC
+1,337.9%
+1,942.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +0.7% |
| 7D | +6.7% | +10.9% | -4.2% | +4.9% |
| 30D | +13.5% | +40.6% | -27.1% | +7.4% |
| 3M | +3.9% | +34.4% | -30.5% | -1.1% |
| 6M | -6.0% | +12.3% | -18.3% | -8.5% |
| YTD | +2.5% | +14.4% | -11.9% | -1.2% |
| 1Y | +3.9% | +40.6% | -36.7% | -3.3% |
| 3Y | -4.7% | +40.1% | -44.8% | -18.4% |
| 5Y | +1.1% | -67.6% | +68.7% | +11.9% |
| 10Y | +83.8% | -45.9% | +129.8% | +74.5% |
| All | +3,280.3% | +1,337.9% | +1,942.4% | +1,359.4% |
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