+3,301.6%
PEP vs VSH
+1,399.9%
+1,901.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.1% |
| 7D | +4.6% | -1.6% | +6.2% | +4.5% |
| 30D | +14.0% | -21.3% | +35.3% | +15.7% |
| 3M | +5.4% | -18.9% | +24.3% | +6.4% |
| 6M | -5.1% | -21.4% | +16.3% | -5.6% |
| YTD | +3.1% | +86.8% | -83.7% | -6.1% |
| 1Y | +4.8% | +85.8% | -81.0% | -4.6% |
| 3Y | -4.1% | +30.1% | -34.3% | -11.6% |
| 5Y | +3.0% | +42.8% | -39.9% | -6.8% |
| 10Y | +89.6% | +121.2% | -31.6% | +60.6% |
| All | +3,301.6% | +1,399.9% | +1,901.6% | +1,438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling