-2.6%
PEP vs ROIV
+177.7%
-180.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -1.7% |
| 7D | -2.4% | +0.6% | -3.1% | -2.4% |
| 30D | -0.8% | +1.0% | -1.8% | -0.8% |
| 3M | -2.2% | +18.3% | -20.4% | -2.5% |
| 6M | -14.4% | +18.3% | -32.7% | -14.6% |
| YTD | -2.2% | +61.0% | -63.2% | -4.0% |
| 1Y | -2.6% | +177.9% | -180.5% | -13.3% |
| All | -2.6% | +177.7% | -180.3% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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