-40.4%
NOW vs PEP
+4.3%
-44.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.2% | -6.1% | -5.9% |
| 7D | -6.7% | +6.7% | -13.3% | -5.4% |
| 30D | -25.8% | +13.5% | -39.3% | -24.0% |
| 3M | -12.7% | +3.9% | -16.6% | -11.7% |
| 6M | +11.2% | -6.0% | +17.2% | +5.0% |
| YTD | -33.2% | +2.5% | -35.6% | -34.2% |
| All | -40.4% | +4.3% | -44.7% | -40.4% |
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 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