+1,747.9%
PEP vs ALL
+3,667.9%
-1,920.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.3% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +0.2% | -1.5% | +1.7% | +0.5% |
| 3M | -1.1% | +23.6% | -24.7% | -6.0% |
| 6M | -13.5% | +22.3% | -35.8% | -17.7% |
| YTD | -1.2% | +26.5% | -27.7% | -6.9% |
| 1Y | -1.6% | +27.0% | -28.6% | -7.5% |
| 3Y | -12.5% | +149.6% | -162.1% | -30.7% |
| 5Y | +3.0% | +118.1% | -115.1% | -17.0% |
| 10Y | +73.9% | +369.0% | -295.0% | +16.4% |
| All | +1,747.9% | +3,667.9% | -1,920.0% | +706.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling