+89.6%
PEP vs VXUS
+140.9%
-51.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.5% |
| 7D | +4.6% | +0.5% | +4.1% | +4.3% |
| 30D | +14.0% | -2.5% | +16.5% | +15.2% |
| 3M | +5.4% | -4.6% | +10.0% | +7.4% |
| 6M | -5.1% | -2.6% | -2.5% | -4.7% |
| YTD | +3.1% | +10.4% | -7.3% | -3.1% |
| 1Y | +4.8% | +12.9% | -8.1% | -2.7% |
| 3Y | -4.1% | +68.4% | -72.5% | -29.3% |
| 5Y | +3.0% | +47.7% | -44.7% | -18.5% |
| 10Y | +89.6% | +142.2% | -52.6% | +5.7% |
| All | +89.6% | +140.9% | -51.3% | +5.7% |
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