+89.6%
PEP vs A
+312.5%
-222.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +4.6% | +1.4% | +3.2% | +4.3% |
| 30D | +14.0% | +4.3% | +9.7% | +12.7% |
| 3M | +5.4% | +19.8% | -14.4% | +0.6% |
| 6M | -5.1% | +54.4% | -59.5% | -15.3% |
| YTD | +3.1% | +31.7% | -28.6% | -4.6% |
| 1Y | +4.8% | +22.4% | -17.7% | -1.3% |
| 3Y | -4.1% | +67.7% | -71.8% | -19.4% |
| 5Y | +3.0% | +15.7% | -12.8% | -5.3% |
| 10Y | +89.6% | +308.7% | -219.1% | +21.4% |
| All | +89.6% | +312.5% | -222.9% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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