+80.3%
PEP vs VSH
+128.2%
-47.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +13.4% | -13.1% | -0.6% |
| 7D | +1.0% | +3.5% | -2.4% | +0.5% |
| 30D | +12.6% | -22.4% | +35.0% | +14.4% |
| 3M | +3.1% | -25.2% | +28.3% | +4.8% |
| 6M | -6.3% | -22.5% | +16.3% | -7.5% |
| YTD | +1.9% | +84.2% | -82.3% | -10.7% |
| 1Y | +3.3% | +87.1% | -83.8% | -9.8% |
| 3Y | -4.8% | +31.7% | -36.5% | -15.3% |
| 5Y | +2.0% | +42.6% | -40.5% | -12.3% |
| 10Y | +80.3% | +116.6% | -36.3% | +39.4% |
| All | +80.3% | +128.2% | -47.9% | +39.4% |
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