+3.9%
PEP vs VSH
+65.5%
-61.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.6% |
| 7D | +0.1% | +6.2% | -6.1% | 0.0% |
| 30D | +0.7% | -11.1% | +11.8% | +0.9% |
| 3M | -0.5% | -44.9% | +44.4% | +1.1% |
| 6M | -11.3% | +90.0% | -101.3% | -16.6% |
| YTD | -0.6% | +118.8% | -119.4% | -7.5% |
| 1Y | +1.7% | +109.0% | -107.3% | -5.4% |
| 3Y | -12.5% | +35.6% | -48.1% | -16.4% |
| 5Y | +3.9% | +66.7% | -62.8% | -5.6% |
| All | +3.9% | +65.5% | -61.6% | -5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling