+4.4%
PEP vs VLTO
+21.9%
-17.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | +2.9% | +1.0% | +1.9% | +2.7% |
| 30D | +12.5% | +17.5% | -5.0% | +9.8% |
| 3M | +4.5% | +21.4% | -16.9% | +1.6% |
| 6M | -0.5% | +38.1% | -38.6% | -3.1% |
| YTD | +4.4% | +19.0% | -14.6% | -1.1% |
| 1Y | +4.4% | +20.7% | -16.3% | -1.0% |
| All | +4.4% | +21.9% | -17.5% | -1.0% |
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 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