+80.1%
PEP vs ALL
+370.9%
-290.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.5% |
| 7D | +2.9% | -1.9% | +4.9% | +3.6% |
| 30D | +14.2% | +13.8% | +0.5% | +9.7% |
| 3M | +3.2% | -7.0% | +10.2% | +5.4% |
| 6M | -7.4% | +18.0% | -25.5% | -12.5% |
| YTD | +1.5% | +24.2% | -22.7% | -6.0% |
| 1Y | +3.9% | +31.2% | -27.3% | -5.6% |
| 3Y | -5.5% | +107.5% | -113.1% | -28.2% |
| 5Y | +0.1% | +144.8% | -144.7% | -30.9% |
| All | +80.1% | +370.9% | -290.8% | +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