+10.9%
PEP vs VSXY
+93.0%
-82.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.8% | +2.2% |
| 7D | +2.9% | -1.7% | +4.6% | +2.9% |
| 30D | +12.5% | +20.1% | -7.6% | +11.9% |
| 3M | +4.5% | +16.6% | -12.1% | +4.0% |
| 6M | -0.5% | +134.9% | -135.4% | -3.3% |
| YTD | +4.4% | +96.0% | -91.6% | +1.8% |
| 1Y | +4.4% | +203.8% | -199.4% | +0.2% |
| 3Y | -3.4% | +465.3% | -468.7% | -11.0% |
| 5Y | +5.2% | +106.3% | -101.2% | -0.1% |
| All | +10.9% | +93.0% | -82.1% | +5.1% |
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 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