+133.9%
NOK vs PEP
+88.5%
+45.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +11.0% | -0.3% | +11.3% | +11.1% |
| 30D | -16.0% | +11.8% | -27.8% | -19.0% |
| 3M | -19.8% | +3.7% | -23.4% | -21.0% |
| 6M | -37.1% | -4.3% | -32.8% | -36.9% |
| YTD | +28.0% | +2.1% | +25.8% | +24.5% |
| 1Y | +17.9% | +2.5% | +15.4% | +14.5% |
| 3Y | +152.7% | -5.0% | +157.7% | +149.0% |
| 5Y | +62.3% | +2.9% | +59.4% | +53.3% |
| All | +133.9% | +88.5% | +45.4% | +76.9% |
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