-0.6%
PEP vs IVZ
+50.2%
-50.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.4% |
| 7D | -1.7% | +1.2% | -2.9% | -1.5% |
| 30D | +0.3% | +1.8% | -1.5% | +0.5% |
| 3M | -3.2% | +15.7% | -19.0% | -1.1% |
| 6M | -13.6% | +36.3% | -49.9% | -9.7% |
| YTD | -1.9% | +24.9% | -26.8% | +1.2% |
| 1Y | -0.6% | +48.9% | -49.6% | +5.0% |
| All | -0.6% | +50.2% | -50.8% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling