+305.2%
IVV vs PEP
+82.4%
+222.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -4.8% | +6.7% | -11.4% | -7.5% |
| 30D | -5.9% | +13.5% | -19.4% | -11.3% |
| 3M | -4.5% | +3.9% | -8.5% | -6.5% |
| 6M | +1.8% | -6.0% | +7.8% | +3.9% |
| YTD | +8.4% | +2.5% | +5.9% | +5.4% |
| 1Y | +9.4% | +3.9% | +5.5% | +5.5% |
| 3Y | +75.3% | -4.7% | +79.9% | +71.9% |
| 5Y | +67.8% | +1.1% | +66.7% | +57.1% |
| All | +305.2% | +82.4% | +222.8% | +190.7% |
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