+112.4%
C vs PEP
+2.6%
+109.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +4.7% | -0.3% | +5.1% | +4.8% |
| 30D | +0.2% | +11.8% | -11.6% | -1.6% |
| 3M | -9.3% | +3.7% | -13.0% | -9.9% |
| 6M | -0.8% | -4.3% | +3.5% | -0.2% |
| YTD | +8.5% | +2.1% | +6.4% | +7.2% |
| 1Y | +23.1% | +2.5% | +20.6% | +21.4% |
| 3Y | +220.8% | -5.0% | +225.8% | +217.4% |
| 5Y | +112.4% | +2.9% | +109.5% | +96.5% |
| All | +112.4% | +2.6% | +109.8% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling