-12.5%
PEP vs VIG
+57.1%
-69.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +0.7% | -2.1% | +2.7% | +1.6% |
| 3M | -0.5% | +3.3% | -3.9% | -1.9% |
| 6M | -11.3% | +9.3% | -20.6% | -14.7% |
| YTD | -0.6% | +10.1% | -10.7% | -4.7% |
| 1Y | +1.7% | +14.7% | -13.1% | -4.6% |
| 3Y | -12.5% | +56.9% | -69.4% | -34.0% |
| All | -12.5% | +57.1% | -69.6% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling