+76.6%
PEP vs VXUS
+145.9%
-69.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +0.1% | +1.6% | -1.5% | -0.6% |
| 30D | +0.7% | +1.0% | -0.3% | +0.2% |
| 3M | -0.5% | +5.7% | -6.2% | -3.4% |
| 6M | -11.3% | +13.6% | -24.9% | -17.4% |
| YTD | -0.6% | +17.4% | -18.0% | -9.1% |
| 1Y | +1.7% | +25.1% | -23.4% | -10.2% |
| 3Y | -12.5% | +75.8% | -88.3% | -36.6% |
| 5Y | +3.9% | +55.4% | -51.5% | -19.5% |
| 10Y | +76.6% | +146.4% | -69.8% | -4.0% |
| All | +76.6% | +145.9% | -69.3% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXUS.
Daily Out/Under-Performance
Portfolio return minus VXUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXUS 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 VXUS 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