+684.7%
PEP vs VRSN
+6,651.0%
-5,966.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 6M | -13.5% | +23.0% | -36.5% | -14.8% |
| YTD | -1.2% | +21.3% | -22.5% | -2.6% |
| 1Y | -1.6% | +6.7% | -8.3% | -2.2% |
| 3Y | -12.5% | +45.0% | -57.5% | -15.1% |
| 5Y | +3.0% | +35.0% | -32.0% | +0.2% |
| 10Y | +73.9% | +276.3% | -202.4% | +60.7% |
| All | +684.7% | +6,651.0% | -5,966.4% | +414.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling