+216.0%
C vs PEP
-2.9%
+218.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.3% | -0.1% |
| 7D | +4.2% | +2.9% | +1.3% | +4.1% |
| 30D | +2.0% | +12.5% | -10.5% | +1.7% |
| 3M | -10.1% | +4.5% | -14.7% | -10.2% |
| 6M | +1.0% | -0.5% | +1.5% | +1.1% |
| YTD | +8.5% | +4.4% | +4.0% | +7.9% |
| 1Y | +25.7% | +4.4% | +21.4% | +25.0% |
| 3Y | +216.0% | -3.4% | +219.4% | +212.0% |
| All | +216.0% | -2.9% | +218.9% | +212.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling