+14.9%
VTI vs PEP
+2.4%
+12.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.8% | -2.2% | +1.8% |
| 7D | -0.6% | +7.4% | -8.0% | 0.0% |
| 30D | -1.0% | +13.3% | -14.3% | 0.0% |
| 3M | -0.8% | +3.5% | -4.3% | -0.4% |
| 6M | +7.1% | -5.9% | +13.0% | +7.2% |
| YTD | +13.4% | +2.3% | +11.1% | +14.9% |
| 1Y | +14.9% | +3.7% | +11.2% | +16.2% |
| All | +14.9% | +2.4% | +12.5% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling