+257.6%
PEP vs VXUS
+156.0%
+101.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.9% | +1.8% |
| 7D | +6.7% | -3.4% | +10.1% | +8.2% |
| 30D | +13.5% | -5.8% | +19.4% | +16.3% |
| 3M | +3.9% | -6.4% | +10.4% | +6.7% |
| 6M | -6.0% | -2.5% | -3.5% | -5.7% |
| YTD | +2.5% | +7.9% | -5.4% | -2.2% |
| 1Y | +3.9% | +11.5% | -7.5% | -2.3% |
| 3Y | -4.7% | +63.4% | -68.1% | -26.1% |
| 5Y | +1.1% | +42.9% | -41.8% | -17.1% |
| 10Y | +83.8% | +138.9% | -55.0% | +15.3% |
| All | +257.6% | +156.0% | +101.6% | +112.2% |
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