+1,917.9%
VRT vs PEP
+61.7%
+1,856.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +0.4% | +9.2% | +9.6% |
| 7D | -10.6% | +1.0% | -11.6% | -10.7% |
| 30D | -17.4% | +12.6% | -30.1% | -18.4% |
| 3M | -26.4% | +3.1% | -29.5% | -26.6% |
| 6M | -41.0% | -6.3% | -34.7% | -40.5% |
| YTD | +23.8% | +1.9% | +22.0% | +23.0% |
| 1Y | +11.6% | +3.3% | +8.3% | +10.5% |
| 3Y | +403.5% | -4.8% | +408.3% | +392.1% |
| 5Y | +647.0% | +2.0% | +645.0% | +612.5% |
| All | +1,917.9% | +61.7% | +1,856.2% | +1,704.3% |
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