-25.8%
NOW vs PEP
+2.5%
-28.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.2% | -4.3% | -3.2% |
| 7D | -8.7% | +4.6% | -13.4% | -9.2% |
| 30D | -29.3% | +14.0% | -43.3% | -30.5% |
| 3M | -21.8% | +5.4% | -27.2% | -22.4% |
| 6M | +9.2% | -5.1% | +14.4% | +9.7% |
| YTD | -35.0% | +3.1% | -38.1% | -36.1% |
| 1Y | -42.5% | +4.8% | -47.3% | -43.8% |
| 3Y | -21.5% | -4.1% | -17.4% | -22.7% |
| 5Y | -25.8% | +3.0% | -28.7% | -31.2% |
| All | -25.8% | +2.5% | -28.3% | -31.2% |
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