+3.2%
PEP vs VSXY
+19.3%
-16.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | -1.7% | -10.7% | +9.0% | -1.4% |
| 30D | +0.3% | -24.3% | +24.6% | +1.1% |
| 3M | -3.2% | +1.0% | -4.3% | -3.4% |
| 6M | -13.6% | +57.4% | -70.9% | -15.2% |
| YTD | -1.9% | +39.8% | -41.6% | -3.5% |
| 1Y | -0.6% | +196.5% | -197.1% | -5.0% |
| 3Y | -13.6% | +357.2% | -370.8% | -20.8% |
| 5Y | +3.2% | +18.9% | -15.7% | -0.1% |
| All | +3.2% | +19.3% | -16.1% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling