+3.5%
PEP vs A
+23.5%
-20.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | +0.4% |
| 7D | +1.0% | +4.8% | -3.7% | +1.1% |
| 30D | +12.6% | +5.6% | +7.0% | +12.6% |
| 3M | +3.1% | +23.6% | -20.5% | +2.8% |
| 6M | -6.3% | +56.4% | -62.6% | -7.0% |
| YTD | +1.9% | +33.4% | -31.5% | -0.2% |
| All | +3.5% | +23.5% | -20.0% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling