+3.5%
PEP vs VUG
+3.5%
0.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | +1.2% |
| 7D | +1.0% | +0.5% | +0.5% | +1.3% |
| 30D | +12.6% | -8.2% | +20.8% | +10.0% |
| 3M | +3.1% | -5.4% | +8.6% | +1.5% |
| 6M | -6.3% | -2.5% | -3.7% | -6.8% |
| YTD | +1.9% | +4.2% | -2.3% | +1.0% |
| All | +3.5% | +3.5% | 0.0% | +2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling