-11.9%
PEP vs ALL
+150.1%
-162.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.4% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | -1.5% | +1.7% | +0.4% |
| 3M | -1.1% | +23.6% | -24.7% | -5.0% |
| 6M | -13.5% | +22.3% | -35.8% | -16.8% |
| YTD | -1.2% | +26.5% | -27.7% | -5.7% |
| 1Y | -1.6% | +27.0% | -28.6% | -6.4% |
| All | -11.9% | +150.1% | -162.0% | -30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling