+76.6%
PEP vs VUG
+408.5%
-332.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +0.7% | -1.4% | +2.1% | +1.1% |
| 3M | -0.5% | +2.3% | -2.9% | -1.6% |
| 6M | -11.3% | +15.7% | -27.0% | -16.5% |
| YTD | -0.6% | +8.6% | -9.2% | -4.3% |
| 1Y | +1.7% | +14.1% | -12.4% | -4.3% |
| 3Y | -12.5% | +87.9% | -100.4% | -36.0% |
| 5Y | +3.9% | +76.3% | -72.4% | -22.8% |
| 10Y | +76.6% | +409.7% | -333.1% | -34.5% |
| All | +76.6% | +408.5% | -332.0% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 10y: compounded portfolio wealth divided by compounded VUG 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…
10y analysis · Full analysis span regression · 6 months rolling