+3,280.3%
PEP vs VMC
+3,538.2%
-257.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.0% |
| 3M | +3.9% | -0.3% | +4.2% | +3.9% |
| 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% | -11.2% |
| 5Y | +1.1% | +51.5% | -50.4% | -7.9% |
| 10Y | +83.8% | +166.5% | -82.7% | +46.8% |
| All | +3,280.3% | +3,538.2% | -257.9% | +1,254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling