+3.3%
PEP vs VST
+498.3%
-495.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.2% | +6.4% | -0.1% |
| 7D | +6.7% | -19.9% | +26.6% | +5.6% |
| 30D | +13.5% | -29.7% | +43.2% | +11.9% |
| 3M | +3.9% | -19.6% | +23.5% | +3.0% |
| 6M | -6.0% | -29.4% | +23.4% | -7.2% |
| YTD | +2.5% | -29.7% | +32.2% | +1.3% |
| 1Y | +3.9% | -40.0% | +44.0% | +2.3% |
| 3Y | -4.7% | +231.0% | -235.6% | -17.0% |
| All | +3.3% | +498.3% | -495.0% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling