+776.1%
IVV vs PEP
+598.8%
+177.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.1% |
| 7D | +0.1% | -1.4% | +1.5% | +0.8% |
| 30D | +0.1% | +0.2% | -0.2% | -0.1% |
| 3M | +2.0% | -1.1% | +3.1% | +2.0% |
| 6M | +13.0% | -13.5% | +26.5% | +20.1% |
| YTD | +13.6% | -1.2% | +14.8% | +12.7% |
| 1Y | +20.1% | -1.6% | +21.6% | +18.7% |
| 3Y | +77.6% | -12.5% | +90.1% | +82.2% |
| 5Y | +82.5% | +3.0% | +79.4% | +70.9% |
| 10Y | +316.5% | +73.9% | +242.6% | +196.0% |
| All | +776.1% | +598.8% | +177.3% | +267.1% |
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