+352.0%
PEP vs VIG
+650.0%
-298.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +1.0% | +1.0% |
| 7D | +4.6% | +1.0% | +3.6% | +3.8% |
| 30D | +14.0% | +4.5% | +9.5% | +10.5% |
| 3M | +5.4% | +2.1% | +3.3% | +3.8% |
| 6M | -5.1% | +10.5% | -15.6% | -11.6% |
| YTD | +3.1% | +15.1% | -12.0% | -6.8% |
| 1Y | +4.8% | +16.9% | -12.1% | -6.3% |
| 3Y | -4.1% | +65.6% | -69.7% | -33.7% |
| 5Y | +3.0% | +64.4% | -61.4% | -28.9% |
| 10Y | +89.6% | +260.6% | -171.0% | -24.0% |
| All | +352.0% | +650.0% | -298.0% | +11.9% |
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