+3.1%
PEP vs VSH
+61.7%
-58.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.7% | -6.7% | -0.5% |
| 7D | +2.9% | -12.9% | +15.9% | +1.9% |
| 30D | +14.2% | -36.9% | +51.1% | +11.0% |
| 3M | +3.2% | -28.8% | +31.9% | +1.2% |
| 6M | -7.4% | -30.3% | +22.9% | -10.6% |
| YTD | +1.5% | +62.4% | -60.9% | -2.6% |
| All | +3.1% | +61.7% | -58.6% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling