+718.8%
PEP vs VRSN
+7,091.1%
-6,372.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +1.1% |
| 7D | +4.6% | -0.9% | +5.5% | +4.7% |
| 30D | +14.0% | +2.4% | +11.6% | +13.8% |
| 3M | +5.4% | +6.4% | -1.0% | +4.9% |
| 6M | -5.1% | +8.6% | -13.7% | -5.8% |
| YTD | +3.1% | +29.3% | -26.1% | +1.1% |
| 1Y | +4.8% | +27.2% | -22.4% | +2.9% |
| 3Y | -4.1% | +52.8% | -57.0% | -7.3% |
| 5Y | +3.0% | +36.7% | -33.8% | 0.0% |
| 10Y | +89.6% | +290.8% | -201.2% | +74.7% |
| All | +718.8% | +7,091.1% | -6,372.4% | +434.5% |
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