+3.4%
PEP vs VTRS
+40.7%
-37.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -1.4% | -3.3% | +1.9% | -0.9% |
| 30D | -0.2% | +1.4% | -1.6% | -0.5% |
| 3M | -4.3% | +4.6% | -9.0% | -5.0% |
| 6M | -13.2% | +18.1% | -31.3% | -15.4% |
| YTD | -1.9% | +34.7% | -36.6% | -6.4% |
| 1Y | -0.3% | +65.6% | -66.0% | -8.0% |
| 3Y | -13.6% | +83.8% | -97.4% | -22.7% |
| 5Y | +3.4% | +46.5% | -43.1% | -6.3% |
| All | +3.4% | +40.7% | -37.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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