+80.3%
PEP vs VUG
+405.9%
-325.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.6% |
| 7D | +1.0% | +0.5% | +0.5% | +0.8% |
| 30D | +12.6% | -8.2% | +20.8% | +15.7% |
| 3M | +3.1% | -5.4% | +8.6% | +4.8% |
| 6M | -6.3% | -2.5% | -3.7% | -6.2% |
| YTD | +1.9% | +4.2% | -2.3% | -0.8% |
| 1Y | +3.3% | +5.0% | -1.8% | +0.1% |
| 3Y | -4.8% | +81.7% | -86.6% | -29.8% |
| 5Y | +2.0% | +62.5% | -60.5% | -21.2% |
| 10Y | +80.3% | +396.3% | -316.0% | -33.3% |
| All | +80.3% | +405.9% | -325.6% | -33.3% |
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