-2.6%
PEP vs VSXY
+224.6%
-227.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.7% |
| 7D | -2.4% | -14.0% | +11.6% | -2.4% |
| 30D | -0.8% | -15.9% | +15.1% | -0.8% |
| 3M | -2.2% | +3.4% | -5.6% | -2.1% |
| 6M | -14.4% | +25.9% | -40.3% | -14.7% |
| YTD | -2.2% | +39.5% | -41.7% | -2.3% |
| 1Y | -2.6% | +194.4% | -196.9% | -1.8% |
| All | -2.6% | +224.6% | -227.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling