+814.4%
VOO vs PEP
+250.9%
+563.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.2% |
| 7D | +3.3% | -0.3% | +3.6% | +3.4% |
| 30D | -2.7% | +11.8% | -14.4% | -8.0% |
| 3M | -1.7% | +3.7% | -5.4% | -3.9% |
| 6M | +3.1% | -4.3% | +7.4% | +4.4% |
| YTD | +11.9% | +2.1% | +9.8% | +8.7% |
| 1Y | +12.1% | +2.5% | +9.5% | +8.5% |
| 3Y | +78.6% | -5.0% | +83.6% | +75.0% |
| 5Y | +73.8% | +2.9% | +70.9% | +60.4% |
| 10Y | +312.3% | +87.9% | +224.4% | +158.5% |
| All | +814.4% | +250.9% | +563.4% | +265.7% |
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