+80.3%
PEP vs VST
+1,219.3%
-1,139.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.3% | -6.9% | +0.1% |
| 7D | +1.0% | -0.5% | +1.6% | +1.0% |
| 30D | +12.6% | -17.1% | +29.7% | +13.3% |
| 3M | +3.1% | -4.6% | +7.7% | +3.0% |
| 6M | -6.3% | -9.1% | +2.8% | -6.4% |
| YTD | +1.9% | -16.6% | +18.5% | +1.8% |
| 1Y | +3.3% | -29.5% | +32.8% | +4.2% |
| 3Y | -4.8% | +297.5% | -302.4% | -28.8% |
| 5Y | +2.0% | +654.5% | -652.5% | -33.6% |
| 10Y | +80.3% | +1,205.2% | -1,124.9% | +8.2% |
| All | +80.3% | +1,219.3% | -1,139.0% | +8.2% |
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