+1,163.5%
C vs PEP
+3,172.7%
-2,009.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | +3.6% | -1.4% | +5.0% | +4.3% |
| 30D | +0.1% | +0.2% | -0.2% | -0.1% |
| 3M | +2.4% | -1.1% | +3.5% | +2.4% |
| 6M | +24.9% | -13.5% | +38.4% | +32.8% |
| YTD | +19.8% | -1.2% | +21.0% | +18.6% |
| 1Y | +44.9% | -1.6% | +46.4% | +43.0% |
| 3Y | +263.0% | -12.5% | +275.5% | +271.9% |
| 5Y | +129.5% | +3.0% | +126.5% | +113.8% |
| 10Y | +291.6% | +73.9% | +217.7% | +179.6% |
| All | +1,163.5% | +3,172.7% | -2,009.1% | +134.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling