+9.8%
PEP vs VSXY
+99.7%
-90.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | +1.1% | +0.8% | +0.2% | +1.0% |
| 30D | +13.6% | +24.0% | -10.4% | +12.9% |
| 3M | +5.1% | +16.7% | -11.6% | +4.5% |
| 6M | -1.6% | +138.6% | -140.2% | -4.5% |
| YTD | +3.3% | +102.8% | -99.5% | +0.6% |
| 1Y | +3.2% | +214.2% | -210.9% | -0.9% |
| 3Y | -3.9% | +461.4% | -465.3% | -11.4% |
| 5Y | +4.0% | +118.3% | -114.2% | -1.2% |
| All | +9.8% | +99.7% | -90.0% | +4.0% |
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