+90.1%
PEP vs A
+308.8%
-218.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +13.6% | +3.3% | +10.3% | +12.6% |
| 3M | +5.1% | +18.5% | -13.4% | +0.6% |
| 6M | -1.6% | +59.3% | -60.9% | -12.8% |
| YTD | +3.3% | +31.0% | -27.7% | -4.3% |
| 1Y | +3.2% | +19.3% | -16.1% | -2.1% |
| 3Y | -3.9% | +66.8% | -70.7% | -19.2% |
| 5Y | +4.0% | +15.5% | -11.4% | -4.3% |
| 10Y | +90.1% | +312.3% | -222.2% | +21.4% |
| All | +90.1% | +308.8% | -218.7% | +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