-3.4%
PEP vs VTV
+78.7%
-82.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.9% | +2.9% | 0.0% | +1.5% |
| 30D | +12.5% | +3.8% | +8.7% | +10.5% |
| 3M | +4.5% | +1.6% | +3.0% | +3.7% |
| 6M | -0.5% | +11.2% | -11.7% | -5.5% |
| YTD | +4.4% | +22.0% | -17.6% | -5.2% |
| 1Y | +4.4% | +24.9% | -20.5% | -6.4% |
| 3Y | -3.4% | +78.5% | -81.9% | -29.1% |
| All | -3.4% | +78.7% | -82.1% | -29.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling