+4.4%
PEP vs VTV
+23.7%
-19.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.9% | +2.9% | 0.0% | +1.7% |
| 30D | +12.5% | +3.8% | +8.7% | +10.7% |
| 3M | +4.5% | +1.6% | +3.0% | +3.7% |
| 6M | -0.5% | +11.2% | -11.7% | -4.5% |
| YTD | +4.4% | +22.0% | -17.6% | -2.1% |
| 1Y | +4.4% | +24.9% | -20.5% | -3.0% |
| All | +4.4% | +23.7% | -19.4% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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