-3.4%
PEP vs VXUS
+69.0%
-72.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.3% | +2.2% |
| 7D | +2.9% | +2.1% | +0.8% | +2.8% |
| 30D | +12.5% | -1.1% | +13.6% | +12.6% |
| 3M | +4.5% | -5.6% | +10.2% | +4.9% |
| 6M | -0.5% | -2.3% | +1.8% | -0.5% |
| YTD | +4.4% | +10.4% | -5.9% | +2.3% |
| 1Y | +4.4% | +13.1% | -8.7% | +1.8% |
| 3Y | -3.4% | +68.0% | -71.4% | -12.6% |
| All | -3.4% | +69.0% | -72.4% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling