+476.5%
V vs PEP
+88.5%
+388.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.2% |
| 7D | -0.4% | -0.3% | 0.0% | -0.2% |
| 30D | +6.3% | +11.8% | -5.4% | +0.5% |
| 3M | +17.2% | +3.7% | +13.5% | +14.9% |
| 6M | +29.2% | -4.3% | +33.6% | +31.6% |
| YTD | +20.8% | +2.1% | +18.6% | +17.7% |
| 1Y | +25.0% | +2.5% | +22.5% | +21.3% |
| 3Y | +75.3% | -5.0% | +80.3% | +73.5% |
| 5Y | +105.8% | +2.9% | +103.0% | +91.2% |
| All | +476.5% | +88.5% | +388.0% | +290.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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