+5.0%
PEP vs VSXY
+37.4%
-32.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.3% | -0.7% |
| 7D | -1.4% | -14.0% | +12.6% | -1.0% |
| 30D | +0.2% | -15.9% | +16.1% | +0.7% |
| 3M | -1.1% | +3.4% | -4.5% | -1.3% |
| 6M | -13.5% | +25.9% | -39.4% | -14.5% |
| YTD | -1.2% | +39.5% | -40.7% | -2.7% |
| 1Y | -1.6% | +194.4% | -195.9% | -5.6% |
| 3Y | -12.5% | +281.4% | -293.9% | -18.6% |
| 5Y | +3.0% | +12.8% | -9.7% | -1.0% |
| All | +5.0% | +37.4% | -32.4% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling