+16.8%
PEP vs ROIV
+270.3%
-253.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.1% | -1.1% |
| 7D | +2.9% | +5.3% | -2.4% | +2.8% |
| 30D | +14.2% | +11.9% | +2.3% | +14.0% |
| 3M | +3.2% | +10.7% | -7.5% | +2.9% |
| 6M | -7.4% | +34.9% | -42.3% | -8.2% |
| YTD | +1.5% | +79.2% | -77.7% | -0.1% |
| 1Y | +3.9% | +89.0% | -85.1% | +2.1% |
| 3Y | -5.5% | +337.3% | -342.9% | -9.1% |
| 5Y | +0.1% | +402.3% | -402.2% | -6.7% |
| All | +16.8% | +270.3% | -253.5% | +9.5% |
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