+260.7%
PEP vs VXUS
+164.4%
+96.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +1.1% | -0.5% | +1.6% | +1.2% |
| 30D | +13.6% | -1.2% | +14.8% | +14.1% |
| 3M | +5.1% | -3.8% | +8.9% | +6.7% |
| 6M | -1.6% | -1.7% | +0.1% | -1.6% |
| YTD | +3.3% | +11.4% | -8.1% | -2.7% |
| 1Y | +3.2% | +13.3% | -10.1% | -3.6% |
| 3Y | -3.9% | +70.0% | -73.9% | -26.8% |
| 5Y | +4.0% | +48.1% | -44.0% | -16.0% |
| 10Y | +90.1% | +147.1% | -56.9% | +17.5% |
| All | +260.7% | +164.4% | +96.3% | +111.0% |
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 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