+2.9%
PEP vs VTV
+77.3%
-74.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.9% |
| 7D | -0.3% | +2.3% | -2.6% | -1.6% |
| 30D | +11.8% | +3.8% | +8.0% | +9.4% |
| 3M | +3.7% | +1.7% | +2.0% | +2.6% |
| 6M | -4.3% | +10.9% | -15.2% | -9.9% |
| YTD | +2.1% | +21.7% | -19.6% | -9.0% |
| 1Y | +2.5% | +23.4% | -20.9% | -9.4% |
| 3Y | -5.0% | +78.0% | -83.0% | -33.8% |
| 5Y | +2.9% | +77.4% | -74.5% | -28.3% |
| All | +2.9% | +77.3% | -74.4% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling