+3.7%
PEP vs VTEB
+0.4%
+3.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.3% | +3.3% |
| 7D | +7.4% | +0.9% | +6.5% | +6.6% |
| 30D | +13.3% | +3.7% | +9.7% | +10.3% |
| 3M | +3.5% | -0.8% | +4.3% | +5.6% |
| 6M | -5.9% | -0.9% | -5.0% | -3.8% |
| YTD | +2.3% | -0.1% | +2.4% | +4.7% |
| 1Y | +3.7% | +0.2% | +3.5% | +5.5% |
| All | +3.7% | +0.4% | +3.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling