-13.1%
PEP vs VSH
+34.1%
-47.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -0.6% |
| 7D | -1.4% | +4.1% | -5.5% | -1.3% |
| 30D | +0.2% | -4.2% | +4.4% | +0.2% |
| 3M | -1.1% | -50.0% | +48.9% | -0.9% |
| 6M | -13.5% | +80.2% | -93.7% | -16.2% |
| YTD | -1.2% | +121.1% | -122.3% | -4.8% |
| 1Y | -1.6% | +112.0% | -113.6% | -5.2% |
| All | -13.1% | +34.1% | -47.1% | -14.8% |
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 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