+3.9%
PEP vs ALL
+28.6%
-24.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.1% |
| 7D | +2.9% | -1.9% | +4.9% | +3.4% |
| 30D | +14.2% | +13.8% | +0.5% | +11.6% |
| 3M | +3.2% | -7.0% | +10.2% | +4.2% |
| 6M | -7.4% | +18.0% | -25.5% | -9.4% |
| YTD | +1.5% | +24.2% | -22.7% | -1.3% |
| 1Y | +3.9% | +31.2% | -27.3% | +0.5% |
| All | +3.9% | +28.6% | -24.7% | +0.5% |
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