+76.6%
PEP vs VSH
+170.2%
-93.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | +0.1% | +6.2% | -6.1% | -0.5% |
| 30D | +0.7% | -11.1% | +11.8% | +1.6% |
| 3M | -0.5% | -44.9% | +44.4% | +4.4% |
| 6M | -11.3% | +90.0% | -101.3% | -21.1% |
| YTD | -0.6% | +118.8% | -119.4% | -13.5% |
| 1Y | +1.7% | +109.0% | -107.3% | -11.5% |
| 3Y | -12.5% | +35.6% | -48.1% | -20.6% |
| 5Y | +3.9% | +66.7% | -62.8% | -11.2% |
| 10Y | +76.6% | +167.9% | -91.4% | +29.2% |
| All | +76.6% | +170.2% | -93.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 10y: compounded portfolio wealth divided by compounded VSH 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…
10y analysis · Full analysis span regression · 6 months rolling