+72.7%
VOO vs PEP
+2.8%
+69.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.3% |
| 7D | +0.1% | +1.0% | -1.0% | -0.2% |
| 30D | -3.3% | +12.6% | -15.9% | -5.8% |
| 3M | -2.4% | +3.1% | -5.5% | -3.1% |
| 6M | +2.6% | -6.3% | +8.9% | +4.1% |
| YTD | +11.3% | +1.9% | +9.4% | +9.9% |
| 1Y | +13.4% | +3.3% | +10.2% | +11.5% |
| 3Y | +80.3% | -4.8% | +85.1% | +78.1% |
| 5Y | +72.7% | +2.0% | +70.7% | +62.4% |
| All | +72.7% | +2.8% | +69.9% | +62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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