+3,260.6%
PEP vs VMC
+3,595.0%
-334.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | 0.0% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +12.6% | +18.6% | -5.9% | +9.5% |
| 3M | +3.1% | +2.0% | +1.1% | +2.7% |
| 6M | -6.3% | +2.6% | -8.9% | -6.9% |
| YTD | +1.9% | +2.3% | -0.4% | +1.0% |
| 1Y | +3.3% | +1.7% | +1.6% | +2.4% |
| 3Y | -4.8% | +41.7% | -46.6% | -11.5% |
| 5Y | +2.0% | +46.6% | -44.6% | -6.5% |
| 10Y | +80.3% | +140.3% | -59.9% | +46.7% |
| All | +3,260.6% | +3,595.0% | -334.4% | +1,243.6% |
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