+3.2%
PEP vs ALL
+30.4%
-27.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +1.1% | -2.6% | +3.6% | +1.6% |
| 30D | +13.6% | +12.7% | +0.9% | +11.1% |
| 3M | +5.1% | +0.4% | +4.7% | +4.6% |
| 6M | -1.6% | +23.8% | -25.4% | -4.2% |
| YTD | +3.3% | +27.8% | -24.4% | 0.0% |
| 1Y | +3.2% | +28.9% | -25.6% | +0.2% |
| All | +3.2% | +30.4% | -27.2% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling