+76.8%
V vs PEP
-4.2%
+81.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.1% |
| 7D | +0.8% | +4.6% | -3.8% | -0.1% |
| 30D | +9.9% | +14.0% | -4.1% | +7.3% |
| 3M | +17.5% | +5.4% | +12.1% | +16.3% |
| 6M | +33.5% | -5.1% | +38.6% | +34.1% |
| YTD | +21.6% | +3.1% | +18.5% | +20.0% |
| 1Y | +27.6% | +4.8% | +22.8% | +25.3% |
| All | +76.8% | -4.2% | +81.0% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling