-4.6%
PEP vs VO
+60.4%
-65.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +0.9% |
| 7D | +6.7% | -3.3% | +10.0% | +7.4% |
| 30D | +13.5% | -1.8% | +15.4% | +13.9% |
| 3M | +3.9% | -3.4% | +7.3% | +4.6% |
| 6M | -6.0% | +3.0% | -9.0% | -6.7% |
| YTD | +2.5% | +10.7% | -8.3% | -0.1% |
| 1Y | +3.9% | +11.8% | -7.9% | +1.1% |
| All | -4.6% | +60.4% | -65.0% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 3y: compounded portfolio wealth divided by compounded VO 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…
3y analysis · Full analysis span regression · 6 months rolling