+89.7%
PEP vs ALL
+369.3%
-279.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.3% |
| 7D | +4.6% | -0.1% | +4.8% | +4.6% |
| 30D | +14.0% | +13.8% | +0.2% | +9.4% |
| 3M | +5.4% | -2.8% | +8.2% | +6.1% |
| 6M | -5.1% | +23.7% | -28.8% | -11.7% |
| YTD | +3.1% | +27.3% | -24.2% | -5.3% |
| 1Y | +4.8% | +30.5% | -25.8% | -4.6% |
| 3Y | -4.1% | +113.0% | -117.1% | -27.9% |
| 5Y | +3.0% | +157.6% | -154.6% | -30.4% |
| All | +89.7% | +369.3% | -279.5% | +6.8% |
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