+207.0%
C vs PEP
+92.7%
+114.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -1.0% |
| 7D | +4.2% | +2.9% | +1.3% | +2.8% |
| 30D | +2.0% | +12.5% | -10.5% | -3.5% |
| 3M | -10.1% | +4.5% | -14.7% | -12.2% |
| 6M | +1.0% | -0.5% | +1.5% | +0.4% |
| YTD | +8.5% | +4.4% | +4.0% | +4.2% |
| 1Y | +25.7% | +4.4% | +21.4% | +20.6% |
| 3Y | +216.0% | -3.4% | +219.4% | +207.5% |
| 5Y | +112.3% | +5.2% | +107.2% | +90.9% |
| All | +207.0% | +92.7% | +114.3% | +134.6% |
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