+26.0%
C vs PEP
+2.4%
+23.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +2.2% |
| 7D | +1.1% | +7.4% | -6.3% | +2.3% |
| 30D | -2.4% | +13.3% | -15.8% | -0.3% |
| 3M | -8.4% | +3.5% | -11.8% | -7.9% |
| 6M | +0.3% | -5.9% | +6.3% | -1.0% |
| YTD | +9.1% | +2.3% | +6.9% | +12.5% |
| 1Y | +26.0% | +3.7% | +22.3% | +31.2% |
| All | +26.0% | +2.4% | +23.6% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling