+112.2%
C vs PEP
+2.5%
+109.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -0.4% | +4.6% | -5.0% | -1.0% |
| 30D | -5.2% | +14.0% | -19.2% | -7.1% |
| 3M | -9.1% | +5.4% | -14.5% | -9.9% |
| 6M | -1.6% | -5.1% | +3.6% | -0.7% |
| YTD | +6.9% | +3.1% | +3.8% | +5.5% |
| 1Y | +23.0% | +4.8% | +18.2% | +20.7% |
| 3Y | +216.1% | -4.1% | +220.3% | +212.4% |
| 5Y | +112.2% | +3.0% | +109.3% | +97.0% |
| All | +112.2% | +2.5% | +109.7% | +97.0% |
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 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