+444.2%
V vs PEP
+81.7%
+362.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | -0.8% | +1.0% | -1.8% | -1.3% |
| 30D | +9.5% | +12.6% | -3.1% | +3.2% |
| 3M | +16.7% | +3.1% | +13.5% | +14.7% |
| 6M | +32.9% | -6.3% | +39.2% | +36.7% |
| YTD | +21.1% | +1.9% | +19.2% | +18.1% |
| 1Y | +26.6% | +3.3% | +23.4% | +22.4% |
| 3Y | +78.4% | -4.8% | +83.2% | +76.3% |
| 5Y | +105.5% | +2.0% | +103.4% | +91.8% |
| 10Y | +444.2% | +80.3% | +363.9% | +276.5% |
| All | +444.2% | +81.7% | +362.6% | +276.5% |
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