+3,179.4%
PEP vs VTRS
+557.1%
+2,622.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.7% | +1.9% | -1.2% | +0.4% |
| 3M | -0.5% | +5.1% | -5.6% | -1.2% |
| 6M | -11.3% | +20.1% | -31.4% | -13.4% |
| YTD | -0.6% | +36.6% | -37.2% | -4.6% |
| 1Y | +1.7% | +64.1% | -62.5% | -4.6% |
| 3Y | -12.5% | +86.4% | -98.8% | -19.9% |
| 5Y | +3.9% | +40.9% | -37.0% | -3.0% |
| 10Y | +76.6% | -48.7% | +125.3% | +77.2% |
| All | +3,179.4% | +557.1% | +2,622.2% | +1,619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling