+79.1%
PEP vs VIG
+241.3%
-162.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.9% |
| 7D | -1.7% | -1.2% | -0.5% | -0.8% |
| 30D | +0.3% | -2.8% | +3.1% | +2.5% |
| 3M | -3.2% | +2.5% | -5.7% | -5.0% |
| 6M | -13.6% | +8.1% | -21.7% | -18.6% |
| YTD | -1.9% | +9.6% | -11.4% | -8.6% |
| 1Y | -0.6% | +14.2% | -14.8% | -10.4% |
| 3Y | -13.6% | +56.1% | -69.7% | -39.8% |
| 5Y | +3.2% | +62.8% | -59.6% | -31.3% |
| 10Y | +79.1% | +248.2% | -169.1% | -34.7% |
| All | +79.1% | +241.3% | -162.3% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling