+452.1%
PEP vs VUG
+1,251.8%
-799.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.4% |
| 7D | -1.4% | -0.1% | -1.3% | -1.4% |
| 30D | +0.2% | -0.3% | +0.5% | +0.3% |
| 3M | -1.1% | -0.7% | -0.4% | -1.2% |
| 6M | -13.5% | +14.6% | -28.1% | -19.2% |
| YTD | -1.2% | +9.0% | -10.2% | -5.9% |
| 1Y | -1.6% | +14.9% | -16.4% | -8.8% |
| 3Y | -12.5% | +86.0% | -98.6% | -37.9% |
| 5Y | +3.0% | +76.7% | -73.7% | -27.0% |
| 10Y | +73.9% | +411.3% | -337.4% | -32.8% |
| All | +452.1% | +1,251.8% | -799.7% | +18.5% |
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 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