+26.4%
V vs PEP
+4.3%
+22.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.2% |
| 7D | +2.9% | +6.7% | -3.7% | +2.3% |
| 30D | +14.0% | +13.5% | +0.5% | +12.9% |
| 3M | +14.9% | +3.9% | +10.9% | +14.5% |
| 6M | +31.7% | -6.0% | +37.7% | +28.9% |
| YTD | +21.2% | +2.5% | +18.8% | +25.3% |
| All | +26.4% | +4.3% | +22.1% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling