+80.3%
IVV vs PEP
-5.7%
+85.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.3% |
| 7D | +0.1% | +1.0% | -0.9% | +0.1% |
| 30D | -3.3% | +12.6% | -15.9% | -3.6% |
| 3M | -2.4% | +3.1% | -5.5% | -2.4% |
| 6M | +2.6% | -6.3% | +8.9% | +3.1% |
| YTD | +11.3% | +1.9% | +9.4% | +11.1% |
| 1Y | +13.4% | +3.3% | +10.2% | +13.1% |
| 3Y | +80.3% | -4.8% | +85.1% | +77.3% |
| All | +80.3% | -5.7% | +85.9% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling