-6.8%
PEP vs VLTO
+54.8%
-61.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.1% |
| 7D | +2.9% | +5.4% | -2.5% | +1.8% |
| 30D | +14.2% | +22.3% | -8.1% | +9.8% |
| 3M | +3.2% | +19.6% | -16.4% | -0.5% |
| 6M | -7.4% | +35.2% | -42.6% | -12.5% |
| YTD | +1.5% | +17.9% | -16.4% | -2.1% |
| 1Y | +3.9% | +19.5% | -15.6% | -0.3% |
| 3Y | -5.5% | +73.9% | -79.4% | -15.0% |
| All | -6.8% | +54.8% | -61.6% | -14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling