+700.0%
PEP vs A
+457.0%
+243.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.5% |
| 3M | -1.1% | +9.2% | -10.4% | -2.1% |
| 6M | -13.5% | +25.7% | -39.2% | -15.8% |
| YTD | -1.2% | +11.5% | -12.7% | -2.7% |
| 1Y | -1.6% | +18.4% | -19.9% | -3.8% |
| 3Y | -12.5% | +26.6% | -39.1% | -15.8% |
| 5Y | +3.0% | -12.8% | +15.8% | +2.3% |
| 10Y | +73.9% | +247.2% | -173.3% | +51.3% |
| All | +700.0% | +457.0% | +243.0% | +499.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling