+3.3%
PEP vs ALL
+154.4%
-151.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | +6.7% | +4.2% | +2.4% | +5.8% |
| 30D | +13.5% | +18.9% | -5.4% | +9.7% |
| 3M | +3.9% | +1.2% | +2.7% | +3.5% |
| 6M | -6.0% | +23.2% | -29.2% | -9.9% |
| YTD | +2.5% | +30.0% | -27.5% | -3.0% |
| 1Y | +3.9% | +39.6% | -35.7% | -3.1% |
| 3Y | -4.7% | +115.2% | -119.9% | -19.4% |
| All | +3.3% | +154.4% | -151.1% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling