-2.6%
PEP vs VLTO
-8.3%
+5.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.5% |
| 7D | -2.4% | -2.3% | -0.2% | -2.2% |
| 30D | -0.8% | -0.9% | 0.0% | -0.7% |
| 3M | -2.2% | +13.8% | -16.0% | -2.0% |
| 6M | -14.4% | +2.0% | -16.4% | -15.1% |
| YTD | -2.2% | -3.2% | +1.0% | -3.7% |
| 1Y | -2.6% | -9.2% | +6.6% | -3.8% |
| All | -2.6% | -8.3% | +5.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 1y: compounded portfolio wealth divided by compounded VLTO 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…
1y analysis · Full analysis span regression · 6 months rolling