-3.4%
PEP vs A
+64.5%
-67.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.2% |
| 7D | +2.9% | -0.5% | +3.4% | +2.9% |
| 30D | +12.5% | 0.0% | +12.5% | +12.4% |
| 3M | +4.5% | +16.7% | -12.2% | +2.6% |
| 6M | -0.5% | +54.8% | -55.3% | -5.6% |
| YTD | +4.4% | +28.8% | -24.4% | +1.2% |
| 1Y | +4.4% | +19.3% | -15.0% | +2.2% |
| 3Y | -3.4% | +65.5% | -68.9% | -11.3% |
| All | -3.4% | +64.5% | -67.9% | -11.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling