+2,826.7%
VRT vs PEP
+57.8%
+2,768.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +13.6% | +0.1% | +13.5% | +13.6% |
| 30D | +6.8% | +0.7% | +6.1% | +6.6% |
| 3M | -3.2% | -0.5% | -2.7% | -3.5% |
| 6M | +20.3% | -11.3% | +31.6% | +22.2% |
| YTD | +79.6% | -0.6% | +80.2% | +78.8% |
| 1Y | +139.0% | +1.7% | +137.3% | +136.2% |
| 3Y | +644.6% | -12.5% | +657.1% | +647.4% |
| 5Y | +1,024.4% | +3.9% | +1,020.5% | +959.5% |
| All | +2,826.7% | +57.8% | +2,768.9% | +2,522.6% |
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