+4.7%
PEP vs VRSN
+34.9%
-30.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -1.4% | +0.1% | -1.4% | -1.4% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | -1.1% | -0.3% | -0.8% | -1.3% |
| 6M | -13.5% | +23.0% | -36.5% | -17.2% |
| YTD | -1.2% | +21.3% | -22.5% | -5.5% |
| 1Y | -1.6% | +6.7% | -8.3% | -3.3% |
| 3Y | -12.5% | +45.0% | -57.5% | -21.7% |
| All | +4.7% | +34.9% | -30.2% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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