+452.1%
PEP vs VTV
+721.7%
-269.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.5% |
| 7D | -1.4% | +0.5% | -1.9% | -1.7% |
| 30D | +0.2% | +1.1% | -0.9% | -0.4% |
| 3M | -1.1% | +5.9% | -7.0% | -4.3% |
| 6M | -13.5% | +11.6% | -25.1% | -18.8% |
| YTD | -1.2% | +19.8% | -21.0% | -10.9% |
| 1Y | -1.6% | +26.2% | -27.8% | -13.9% |
| 3Y | -12.5% | +68.5% | -81.0% | -35.3% |
| 5Y | +3.0% | +79.9% | -76.8% | -26.9% |
| 10Y | +73.9% | +229.7% | -155.8% | -11.8% |
| All | +452.1% | +721.7% | -269.6% | +67.1% |
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 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