+1,678.9%
VRT vs PEP
+62.7%
+1,616.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.2% | -14.2% | -14.0% |
| 7D | -28.1% | +6.7% | -34.8% | -28.5% |
| 30D | -30.2% | +13.5% | -43.7% | -31.1% |
| 3M | -36.4% | +3.9% | -40.3% | -36.6% |
| 6M | -48.2% | -6.0% | -42.2% | -47.7% |
| YTD | +9.2% | +2.5% | +6.7% | +8.4% |
| 1Y | -7.2% | +3.9% | -11.2% | -8.2% |
| 3Y | +338.7% | -4.7% | +343.4% | +329.3% |
| 5Y | +542.8% | +1.1% | +541.7% | +515.8% |
| All | +1,678.9% | +62.7% | +1,616.3% | +1,490.0% |
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