+1,303.1%
PEP vs IVZ
+1,117.8%
+185.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -1.4% | +0.6% | -2.0% | -1.5% |
| 30D | +0.2% | +4.0% | -3.8% | -0.3% |
| 3M | -1.1% | +18.2% | -19.3% | -3.6% |
| 6M | -13.5% | +32.8% | -46.3% | -17.2% |
| YTD | -1.2% | +28.7% | -29.9% | -5.3% |
| 1Y | -1.6% | +55.4% | -56.9% | -8.3% |
| 3Y | -12.5% | +135.2% | -147.7% | -24.6% |
| 5Y | +3.0% | +64.2% | -61.2% | -8.2% |
| 10Y | +73.9% | +64.6% | +9.3% | +45.7% |
| All | +1,303.1% | +1,117.8% | +185.3% | +794.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling