-38.7%
NOW vs PEP
+2.4%
-41.1%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | +0.4% |
| 7D | -27.5% | +7.4% | -34.9% | -26.4% |
| 30D | -20.0% | +13.3% | -33.4% | -18.2% |
| 3M | -7.9% | +3.5% | -11.4% | -7.0% |
| 6M | +18.3% | -5.9% | +24.2% | +11.9% |
| YTD | -29.0% | +2.3% | -31.2% | -30.3% |
| 1Y | -38.7% | +3.7% | -42.4% | -40.0% |
| All | -38.7% | +2.4% | -41.1% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling