+2.5%
PEP vs VMC
-4.3%
+6.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -0.3% | -1.7% | +1.4% | 0.0% |
| 30D | +11.8% | +15.3% | -3.5% | +8.8% |
| 3M | +3.7% | +0.3% | +3.4% | +3.4% |
| 6M | -4.3% | +0.9% | -5.2% | -4.4% |
| YTD | +2.1% | -1.0% | +3.2% | +3.1% |
| 1Y | +2.5% | -4.3% | +6.8% | +3.9% |
| All | +2.5% | -4.3% | +6.8% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling