+81.9%
PEP vs VST
+996.4%
-914.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | +0.4% |
| 7D | +6.7% | -19.9% | +26.6% | +7.4% |
| 30D | +13.5% | -29.7% | +43.2% | +14.8% |
| 3M | +3.9% | -19.6% | +23.5% | +4.4% |
| 6M | -6.0% | -29.4% | +23.4% | -5.2% |
| YTD | +2.5% | -29.7% | +32.2% | +3.1% |
| 1Y | +3.9% | -40.0% | +44.0% | +5.4% |
| 3Y | -4.7% | +231.0% | -235.6% | -28.1% |
| 5Y | +1.1% | +500.1% | -499.0% | -33.1% |
| All | +81.9% | +996.4% | -914.5% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling