+452.1%
PEP vs VO
+827.2%
-375.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | +0.2% | -0.3% | +0.6% | +0.4% |
| 3M | -1.1% | +2.9% | -4.1% | -2.5% |
| 6M | -13.5% | +9.3% | -22.8% | -17.1% |
| YTD | -1.2% | +14.2% | -15.4% | -7.3% |
| 1Y | -1.6% | +15.3% | -16.8% | -8.2% |
| 3Y | -12.5% | +56.2% | -68.8% | -29.9% |
| 5Y | +3.0% | +42.4% | -39.4% | -15.0% |
| 10Y | +73.9% | +194.7% | -120.8% | +0.7% |
| All | +452.1% | +827.2% | -375.1% | +87.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling