+3.3%
PEP vs ROIV
+350.4%
-347.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.2% | +4.4% | +0.3% |
| 7D | +6.7% | -2.4% | +9.1% | +6.7% |
| 30D | +13.5% | +3.1% | +10.5% | +13.4% |
| 3M | +3.9% | +5.8% | -1.9% | +3.7% |
| 6M | -6.0% | +29.3% | -35.3% | -6.7% |
| YTD | +2.5% | +68.8% | -66.3% | +0.9% |
| 1Y | +3.9% | +81.0% | -77.1% | +2.1% |
| 3Y | -4.7% | +294.6% | -299.3% | -8.3% |
| All | +3.3% | +350.4% | -347.1% | -4.3% |
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 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