+2.0%
PEP vs VRSN
+34.1%
-32.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | +1.0% | -0.8% | +1.9% | +1.2% |
| 30D | +12.6% | +0.7% | +11.9% | +12.5% |
| 3M | +3.1% | +4.1% | -1.0% | +2.3% |
| 6M | -6.3% | +6.7% | -13.0% | -7.8% |
| YTD | +1.9% | +27.1% | -25.2% | -3.4% |
| 1Y | +3.3% | +28.0% | -24.7% | -2.3% |
| 3Y | -4.8% | +52.6% | -57.5% | -15.7% |
| 5Y | +2.0% | +33.3% | -31.3% | -10.0% |
| All | +2.0% | +34.1% | -32.1% | -10.0% |
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