+809.0%
VOO vs PEP
+250.0%
+559.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +2.0% | +2.2% |
| 7D | +0.1% | +1.0% | -1.0% | -0.5% |
| 30D | -3.3% | +12.6% | -15.9% | -9.0% |
| 3M | -2.4% | +3.1% | -5.5% | -4.3% |
| 6M | +2.6% | -6.3% | +8.9% | +5.0% |
| YTD | +11.3% | +1.9% | +9.4% | +8.2% |
| 1Y | +13.4% | +3.3% | +10.2% | +9.4% |
| 3Y | +80.3% | -4.8% | +85.1% | +76.4% |
| 5Y | +72.7% | +2.0% | +70.7% | +60.1% |
| 10Y | +310.0% | +80.3% | +229.7% | +163.6% |
| All | +809.0% | +250.0% | +559.0% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling