+483.4%
PEP vs VTV
+736.6%
-253.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +2.9% | +2.9% | 0.0% | +1.2% |
| 30D | +12.5% | +3.8% | +8.7% | +10.1% |
| 3M | +4.5% | +1.6% | +3.0% | +3.6% |
| 6M | -0.5% | +11.2% | -11.7% | -6.4% |
| YTD | +4.4% | +22.0% | -17.6% | -6.8% |
| 1Y | +4.4% | +24.9% | -20.5% | -8.1% |
| 3Y | -3.4% | +78.5% | -81.9% | -30.9% |
| 5Y | +5.2% | +77.8% | -72.6% | -24.9% |
| 10Y | +92.1% | +231.1% | -138.9% | -2.8% |
| All | +483.4% | +736.6% | -253.2% | +74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling