+938.9%
VTI vs PEP
+558.5%
+380.4%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.5% |
| 7D | +2.5% | +2.9% | -0.4% | +1.0% |
| 30D | -1.5% | +12.5% | -14.0% | -7.5% |
| 3M | -3.2% | +4.5% | -7.7% | -5.8% |
| 6M | +2.3% | -0.5% | +2.8% | +1.5% |
| YTD | +11.6% | +4.4% | +7.2% | +7.1% |
| 1Y | +13.8% | +4.4% | +9.4% | +9.0% |
| 3Y | +77.4% | -3.4% | +80.8% | +72.3% |
| 5Y | +64.6% | +5.2% | +59.4% | +50.8% |
| 10Y | +290.6% | +92.1% | +198.5% | +148.3% |
| All | +938.9% | +558.5% | +380.4% | +252.8% |
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