+1.7%
PEP vs VMC
-11.8%
+13.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.2% |
| 30D | +0.7% | -9.1% | +9.8% | +2.0% |
| 3M | -0.5% | -4.1% | +3.6% | +0.4% |
| 6M | -11.3% | -5.5% | -5.8% | -10.2% |
| YTD | -0.6% | -8.9% | +8.3% | +2.2% |
| 1Y | +1.7% | -12.9% | +14.6% | +4.1% |
| All | +1.7% | -11.8% | +13.5% | +4.1% |
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 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