+11.3%
IVV vs PEP
+4.9%
+6.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.3% |
| 7D | -0.6% | +4.6% | -5.2% | -0.3% |
| 30D | -3.7% | +14.0% | -17.7% | -2.6% |
| 3M | -2.7% | +5.4% | -8.1% | -2.2% |
| 6M | +2.2% | -5.1% | +7.4% | +2.4% |
| YTD | +10.9% | +3.1% | +7.8% | +12.6% |
| 1Y | +11.3% | +4.8% | +6.5% | +13.0% |
| All | +11.3% | +4.9% | +6.4% | +13.0% |
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 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