+1.1%
PEP vs VT
+53.2%
-52.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.1% | +4.3% | +1.2% |
| 7D | +6.7% | -4.2% | +10.8% | +7.8% |
| 30D | +13.5% | -5.8% | +19.3% | +15.2% |
| 3M | +3.9% | -5.2% | +9.2% | +5.2% |
| 6M | -6.0% | +0.1% | -6.1% | -6.5% |
| YTD | +2.5% | +8.2% | -5.8% | -0.6% |
| 1Y | +3.9% | +10.1% | -6.2% | +0.3% |
| 3Y | -4.7% | +69.7% | -74.3% | -22.9% |
| 5Y | +1.1% | +53.4% | -52.3% | -16.2% |
| All | +1.1% | +53.2% | -52.1% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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