+436.1%
PEP vs VNQ
+392.5%
+43.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.4% | -1.3% | -0.1% | -1.0% |
| 30D | +0.2% | -2.9% | +3.2% | +1.1% |
| 3M | -1.1% | +0.8% | -1.9% | -1.3% |
| 6M | -13.5% | +2.5% | -16.0% | -14.1% |
| YTD | -1.2% | +10.6% | -11.8% | -4.2% |
| 1Y | -1.6% | +9.1% | -10.6% | -4.2% |
| 3Y | -12.5% | +31.0% | -43.6% | -19.8% |
| 5Y | +3.0% | +4.9% | -1.9% | +0.2% |
| 10Y | +73.9% | +59.5% | +14.5% | +49.0% |
| All | +436.1% | +392.5% | +43.6% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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