+3.3%
PEP vs VMC
+43.9%
-40.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +0.9% |
| 7D | +6.7% | +1.9% | +4.8% | +6.3% |
| 30D | +13.5% | +14.7% | -1.2% | +10.8% |
| 3M | +3.9% | -0.3% | +4.2% | +3.8% |
| 6M | -6.0% | -1.7% | -4.3% | -6.0% |
| YTD | +2.5% | +0.7% | +1.8% | +1.8% |
| 1Y | +3.9% | +0.9% | +3.1% | +3.2% |
| 3Y | -4.7% | +40.5% | -45.2% | -12.8% |
| All | +3.3% | +43.9% | -40.5% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling