-11.9%
PEP vs A
+26.9%
-38.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.2% | -0.7% |
| 7D | -1.4% | -1.9% | +0.5% | -1.2% |
| 30D | +0.2% | +6.9% | -6.7% | -0.6% |
| 3M | -1.1% | +9.2% | -10.4% | -2.2% |
| 6M | -13.5% | +25.7% | -39.2% | -16.0% |
| YTD | -1.2% | +11.5% | -12.7% | -2.7% |
| 1Y | -1.6% | +18.4% | -19.9% | -4.3% |
| All | -11.9% | +26.9% | -38.8% | -17.1% |
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