+472.5%
PEP vs VUG
+1,145.8%
-673.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +2.6% |
| 7D | +6.7% | -7.1% | +13.8% | +9.9% |
| 30D | +13.5% | -12.1% | +25.6% | +19.6% |
| 3M | +3.9% | -8.1% | +12.1% | +7.3% |
| 6M | -6.0% | -3.2% | -2.8% | -5.6% |
| YTD | +2.5% | +0.5% | +2.0% | +0.7% |
| 1Y | +3.9% | -0.7% | +4.6% | +2.6% |
| 3Y | -4.7% | +77.1% | -81.8% | -31.3% |
| 5Y | +1.1% | +56.2% | -55.1% | -24.3% |
| 10Y | +83.8% | +394.1% | -310.2% | -28.5% |
| All | +472.5% | +1,145.8% | -673.3% | +26.8% |
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