+310.3%
IVV vs PEP
+92.7%
+217.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.4% |
| 7D | +2.6% | +2.9% | -0.3% | +1.3% |
| 30D | -2.0% | +12.5% | -14.5% | -7.1% |
| 3M | -2.8% | +4.5% | -7.3% | -5.0% |
| 6M | +2.2% | -0.5% | +2.7% | +1.6% |
| YTD | +11.5% | +4.4% | +7.1% | +7.6% |
| 1Y | +13.5% | +4.4% | +9.1% | +9.3% |
| 3Y | +78.1% | -3.4% | +81.5% | +73.8% |
| 5Y | +73.1% | +5.2% | +68.0% | +58.6% |
| All | +310.3% | +92.7% | +217.6% | +184.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling