-6.4%
PEP vs VLTO
+56.1%
-62.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +1.0% | +2.0% | -1.0% | +0.6% |
| 30D | +12.6% | +21.8% | -9.2% | +8.3% |
| 3M | +3.1% | +20.2% | -17.1% | -0.6% |
| 6M | -6.3% | +36.3% | -42.6% | -11.6% |
| YTD | +1.9% | +18.8% | -17.0% | -1.9% |
| 1Y | +3.3% | +20.4% | -17.1% | -1.0% |
| 3Y | -4.8% | +71.9% | -76.8% | -14.2% |
| All | -6.4% | +56.1% | -62.5% | -13.9% |
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