+3.0%
PEP vs ROIV
+403.5%
-400.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | +4.6% | +14.3% | -9.7% | +4.3% |
| 30D | +14.0% | +16.2% | -2.2% | +13.6% |
| 3M | +5.4% | +15.1% | -9.7% | +5.0% |
| 6M | -5.1% | +44.2% | -49.4% | -6.1% |
| YTD | +3.1% | +89.8% | -86.7% | +1.3% |
| 1Y | +4.8% | +94.6% | -89.8% | +2.8% |
| 3Y | -4.1% | +367.5% | -371.7% | -8.1% |
| 5Y | +3.0% | +421.4% | -418.4% | -4.9% |
| All | +3.0% | +403.5% | -400.6% | -4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling