-5.8%
PEP vs VLTO
+54.1%
-60.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +6.7% | +12.0% | -5.3% | +4.2% |
| 30D | +13.5% | +20.8% | -7.3% | +9.3% |
| 3M | +3.9% | +20.1% | -16.2% | +0.2% |
| 6M | -6.0% | +32.6% | -38.6% | -10.9% |
| YTD | +2.5% | +17.3% | -14.9% | -1.1% |
| 1Y | +3.9% | +17.3% | -13.4% | +0.2% |
| 3Y | -4.7% | +66.9% | -71.6% | -13.5% |
| All | -5.8% | +54.1% | -60.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling