+13.7%
PEP vs ROIV
+232.7%
-219.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.7% |
| 7D | -1.4% | +0.6% | -2.0% | -1.4% |
| 30D | +0.2% | +1.0% | -0.7% | +0.2% |
| 3M | -1.1% | +18.3% | -19.4% | -1.5% |
| 6M | -13.5% | +18.3% | -31.8% | -13.9% |
| YTD | -1.2% | +61.0% | -62.2% | -2.5% |
| 1Y | -1.6% | +177.9% | -179.4% | -4.2% |
| 3Y | -12.5% | +199.1% | -211.6% | -15.3% |
| 5Y | +3.0% | +250.7% | -247.7% | -3.0% |
| All | +13.7% | +232.7% | -219.0% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling