+2,723.0%
VRT vs PEP
+56.9%
+2,666.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +4.4% |
| 7D | +9.1% | -1.4% | +10.5% | +9.3% |
| 30D | +0.9% | +0.2% | +0.7% | +0.9% |
| 3M | -13.4% | -1.1% | -12.3% | -13.6% |
| 6M | +11.7% | -13.5% | +25.2% | +13.9% |
| YTD | +73.2% | -1.2% | +74.4% | +72.5% |
| 1Y | +123.4% | -1.6% | +125.0% | +122.1% |
| 3Y | +606.2% | -12.5% | +618.7% | +607.6% |
| 5Y | +899.9% | +3.0% | +896.9% | +843.1% |
| All | +2,723.0% | +56.9% | +2,666.2% | +2,431.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling