+95.5%
PEP vs VMC
+125.2%
-29.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +2.3% |
| 7D | +2.9% | -1.3% | +4.2% | +3.1% |
| 30D | +12.5% | +15.5% | -2.9% | +9.9% |
| 3M | +4.5% | +0.6% | +3.9% | +4.3% |
| 6M | -0.5% | +2.1% | -2.6% | -1.0% |
| YTD | +4.4% | -1.6% | +6.0% | +4.2% |
| 1Y | +4.4% | -1.2% | +5.5% | +4.0% |
| 3Y | -3.4% | +35.3% | -38.7% | -9.4% |
| 5Y | +5.2% | +43.6% | -38.4% | -3.5% |
| All | +95.5% | +125.2% | -29.7% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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