+3.9%
PEP vs VIG
+63.6%
-59.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | +0.1% | -0.4% | +0.5% | +0.3% |
| 30D | +0.7% | -2.1% | +2.7% | +1.8% |
| 3M | -0.5% | +3.3% | -3.9% | -2.3% |
| 6M | -11.3% | +9.3% | -20.6% | -15.6% |
| YTD | -0.6% | +10.1% | -10.7% | -5.9% |
| 1Y | +1.7% | +14.7% | -13.1% | -6.1% |
| 3Y | -12.5% | +56.9% | -69.4% | -34.1% |
| 5Y | +3.9% | +62.9% | -59.0% | -24.1% |
| All | +3.9% | +63.6% | -59.7% | -24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling