+89.6%
PEP vs IVZ
+48.7%
+40.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.2% |
| 7D | +4.6% | +2.2% | +2.5% | +4.2% |
| 30D | +14.0% | -2.2% | +16.2% | +14.2% |
| 3M | +5.4% | -8.4% | +13.8% | +6.6% |
| 6M | -5.1% | +6.2% | -11.3% | -6.7% |
| YTD | +3.1% | +12.4% | -9.3% | -0.2% |
| 1Y | +4.8% | +26.0% | -21.2% | -0.7% |
| 3Y | -4.1% | +147.9% | -152.0% | -22.4% |
| 5Y | +3.0% | +38.8% | -35.8% | -8.2% |
| 10Y | +89.6% | +44.6% | +45.0% | +39.4% |
| All | +89.6% | +48.7% | +40.9% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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