+3.9%
PEP vs VO
+43.2%
-39.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.8% |
| 7D | +0.1% | +0.6% | -0.5% | -0.1% |
| 30D | +0.7% | -1.1% | +1.7% | +1.0% |
| 3M | -0.5% | +4.5% | -5.1% | -1.9% |
| 6M | -11.3% | +11.1% | -22.4% | -14.3% |
| YTD | -0.6% | +13.5% | -14.1% | -4.7% |
| 1Y | +1.7% | +14.5% | -12.8% | -3.0% |
| 3Y | -12.5% | +58.1% | -70.6% | -26.1% |
| 5Y | +3.9% | +43.3% | -39.4% | -11.1% |
| All | +3.9% | +43.2% | -39.3% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling