-4.6%
PEP vs VSH
+1.1%
-5.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -14.8% | +15.0% | -0.3% |
| 7D | +6.7% | -25.2% | +31.8% | +5.8% |
| 30D | +13.5% | -41.8% | +55.3% | +12.2% |
| 3M | +3.9% | -33.4% | +37.4% | +3.0% |
| 6M | -6.0% | -31.0% | +25.1% | -7.9% |
| YTD | +2.5% | +53.6% | -51.1% | -1.8% |
| 1Y | +3.9% | +46.3% | -42.4% | -0.3% |
| All | -4.6% | +1.1% | -5.7% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling