+333.1%
PEP vs VIG
+623.5%
-290.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | +0.2% | -1.0% | +1.2% | +0.9% |
| 3M | -1.1% | +2.8% | -3.9% | -3.0% |
| 6M | -13.5% | +8.2% | -21.7% | -18.2% |
| YTD | -1.2% | +11.0% | -12.2% | -8.3% |
| 1Y | -1.6% | +16.1% | -17.7% | -11.7% |
| 3Y | -12.5% | +56.2% | -68.7% | -36.9% |
| 5Y | +3.0% | +63.0% | -60.0% | -28.5% |
| 10Y | +73.9% | +241.4% | -167.5% | -27.6% |
| All | +333.1% | +623.5% | -290.4% | +10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling