+17.2%
PEP vs ROIV
+287.3%
-270.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.6% | -4.2% | +0.3% |
| 7D | +1.0% | +13.3% | -12.3% | +0.8% |
| 30D | +12.6% | +14.8% | -2.1% | +12.3% |
| 3M | +3.1% | +11.9% | -8.8% | +2.8% |
| 6M | -6.3% | +42.4% | -48.7% | -7.1% |
| YTD | +1.9% | +87.4% | -85.6% | +0.1% |
| 1Y | +3.3% | +97.2% | -94.0% | +1.4% |
| 3Y | -4.8% | +375.7% | -380.5% | -8.6% |
| 5Y | +2.0% | +379.0% | -377.0% | -4.8% |
| All | +17.2% | +287.3% | -270.1% | +9.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling