+75.0%
PEP vs ALL
+368.3%
-293.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.2% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | -1.5% | +1.7% | +0.6% |
| 3M | -1.1% | +23.6% | -24.7% | -7.8% |
| 6M | -13.5% | +22.3% | -35.8% | -19.2% |
| YTD | -1.2% | +26.5% | -27.7% | -8.9% |
| 1Y | -1.6% | +27.0% | -28.6% | -9.7% |
| 3Y | -12.5% | +149.6% | -162.1% | -37.9% |
| 5Y | +3.0% | +118.1% | -115.1% | -25.1% |
| All | +75.0% | +368.3% | -293.3% | -2.8% |
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