+467.0%
PEP vs VUG
+1,157.1%
-690.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.4% |
| 7D | +2.9% | -3.4% | +6.3% | +4.3% |
| 30D | +14.2% | -11.1% | +25.3% | +19.8% |
| 3M | +3.2% | -7.2% | +10.4% | +6.1% |
| 6M | -7.4% | -4.1% | -3.3% | -6.7% |
| YTD | +1.5% | +1.4% | +0.1% | -0.6% |
| 1Y | +3.9% | +1.9% | +2.0% | +1.3% |
| 3Y | -5.5% | +77.7% | -83.3% | -32.0% |
| 5Y | +0.1% | +57.6% | -57.5% | -25.3% |
| 10Y | +82.1% | +398.6% | -316.5% | -29.4% |
| All | +467.0% | +1,157.1% | -690.1% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling