+3.2%
PEP vs VTV
+80.1%
-76.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.3% |
| 30D | +0.3% | -0.5% | +0.8% | +0.6% |
| 3M | -3.2% | +5.3% | -8.5% | -6.1% |
| 6M | -13.6% | +12.9% | -26.4% | -19.5% |
| YTD | -1.9% | +18.5% | -20.3% | -11.1% |
| 1Y | -0.6% | +25.3% | -25.9% | -13.0% |
| 3Y | -13.6% | +68.2% | -81.8% | -37.6% |
| 5Y | +3.2% | +80.6% | -77.4% | -28.6% |
| All | +3.2% | +80.1% | -76.9% | -28.6% |
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