+4.7%
PEP vs VMC
+52.7%
-47.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.4% | -4.3% | +2.9% | -0.7% |
| 30D | +0.2% | -8.2% | +8.5% | +1.6% |
| 3M | -1.1% | -7.0% | +5.9% | 0.0% |
| 6M | -13.5% | -10.8% | -2.7% | -12.1% |
| YTD | -1.2% | -7.4% | +6.2% | -0.3% |
| 1Y | -1.6% | -9.5% | +7.9% | -0.5% |
| 3Y | -12.5% | +20.5% | -33.0% | -17.2% |
| All | +4.7% | +52.7% | -47.9% | -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