+220.1%
C vs PEP
+81.7%
+138.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.3% |
| 7D | -0.9% | +1.0% | -2.0% | -1.4% |
| 30D | -5.4% | +12.6% | -18.0% | -10.5% |
| 3M | -9.2% | +3.1% | -12.3% | -10.7% |
| 6M | -1.8% | -6.3% | +4.5% | +0.3% |
| YTD | +6.7% | +1.9% | +4.8% | +3.7% |
| 1Y | +23.5% | +3.3% | +20.2% | +19.0% |
| 3Y | +219.8% | -4.8% | +224.6% | +213.0% |
| 5Y | +112.4% | +2.0% | +110.4% | +94.3% |
| 10Y | +220.1% | +80.3% | +139.8% | +150.0% |
| All | +220.1% | +81.7% | +138.4% | +150.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling