-13.1%
PEP vs VMC
+25.7%
-38.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.4% | -4.3% | +2.9% | -0.9% |
| 30D | +0.2% | -8.2% | +8.5% | +1.1% |
| 3M | -1.1% | -7.0% | +5.9% | -0.4% |
| 6M | -13.5% | -10.8% | -2.7% | -12.5% |
| YTD | -1.2% | -7.4% | +6.2% | -0.4% |
| 1Y | -1.6% | -9.5% | +7.9% | -0.7% |
| All | -13.1% | +25.7% | -38.8% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling