+80.3%
PEP vs ALL
+367.3%
-287.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +1.0% | -3.9% | +4.9% | +2.3% |
| 30D | +12.6% | +10.6% | +2.0% | +9.1% |
| 3M | +3.1% | -4.6% | +7.7% | +4.5% |
| 6M | -6.3% | +20.2% | -26.5% | -11.9% |
| YTD | +1.9% | +23.7% | -21.8% | -5.5% |
| 1Y | +3.3% | +27.9% | -24.6% | -5.3% |
| 3Y | -4.8% | +109.2% | -114.0% | -27.9% |
| 5Y | +2.0% | +148.0% | -145.9% | -30.0% |
| 10Y | +80.3% | +363.8% | -283.4% | +8.9% |
| All | +80.3% | +367.3% | -287.0% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling