+244.8%
PEP vs VXUS
+179.6%
+65.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.4% | +1.0% | -2.4% | -1.8% |
| 30D | +0.2% | +2.2% | -2.0% | -0.7% |
| 3M | -1.1% | +3.0% | -4.1% | -2.7% |
| 6M | -13.5% | +10.7% | -24.1% | -17.9% |
| YTD | -1.2% | +17.8% | -19.0% | -9.0% |
| 1Y | -1.6% | +27.6% | -29.1% | -12.8% |
| 3Y | -12.5% | +73.3% | -85.8% | -33.7% |
| 5Y | +3.0% | +54.3% | -51.3% | -18.1% |
| 10Y | +73.9% | +149.8% | -75.9% | +6.9% |
| All | +244.8% | +179.6% | +65.2% | +97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling