-13.1%
PEP vs IVZ
+144.8%
-157.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +0.2% | +4.0% | -3.8% | +0.2% |
| 3M | -1.1% | +18.2% | -19.3% | -1.3% |
| 6M | -13.5% | +32.8% | -46.3% | -13.9% |
| YTD | -1.2% | +28.7% | -29.9% | -1.8% |
| 1Y | -1.6% | +55.4% | -56.9% | -3.3% |
| All | -13.1% | +144.8% | -157.9% | -20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling