+95.5%
PEP vs VSH
+115.4%
-19.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.2% | +6.4% | +2.5% |
| 7D | +2.9% | +14.3% | -11.4% | +1.8% |
| 30D | +12.5% | -7.9% | +20.4% | +12.7% |
| 3M | +4.5% | -19.9% | +24.4% | +5.6% |
| 6M | -0.5% | -30.5% | +30.0% | -0.3% |
| YTD | +4.4% | +85.7% | -81.2% | -8.6% |
| 1Y | +4.4% | +98.9% | -94.6% | -9.6% |
| 3Y | -3.4% | +32.1% | -35.5% | -14.0% |
| 5Y | +5.2% | +39.7% | -34.5% | -9.3% |
| All | +95.5% | +115.4% | -19.9% | +50.8% |
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