+3.3%
PEP vs A
+13.4%
-10.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.6% |
| 7D | +6.7% | -5.2% | +11.8% | +7.4% |
| 30D | +13.5% | +1.4% | +12.1% | +13.2% |
| 3M | +3.9% | +21.9% | -18.0% | +0.8% |
| 6M | -6.0% | +46.7% | -52.6% | -11.5% |
| YTD | +2.5% | +27.2% | -24.7% | -1.7% |
| 1Y | +3.9% | +17.9% | -14.0% | +1.0% |
| 3Y | -4.7% | +61.1% | -65.8% | -14.1% |
| All | +3.3% | +13.4% | -10.1% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling