+905.2%
VRT vs PEP
+3.4%
+901.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.3% |
| 7D | +9.1% | -1.4% | +10.5% | +8.9% |
| 30D | +0.9% | +0.2% | +0.7% | +1.0% |
| 3M | -13.4% | -1.1% | -12.3% | -13.3% |
| 6M | +11.7% | -13.5% | +25.2% | +11.8% |
| YTD | +73.2% | -1.2% | +74.4% | +74.0% |
| 1Y | +123.4% | -1.6% | +125.0% | +124.3% |
| 3Y | +606.2% | -12.5% | +618.7% | +613.1% |
| All | +905.2% | +3.4% | +901.8% | +827.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling