+89.6%
PEP vs CAPR
-68.2%
+157.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.9% | +11.2% | +1.2% |
| 7D | +4.6% | +7.6% | -3.0% | +4.6% |
| 30D | +14.0% | +13.3% | +0.7% | +14.0% |
| 3M | +5.4% | +130.4% | -125.0% | +5.1% |
| 6M | -5.1% | -70.8% | +65.7% | -5.1% |
| YTD | +3.1% | -69.3% | +72.4% | +3.2% |
| 1Y | +4.8% | +59.5% | -54.8% | +3.7% |
| 3Y | -4.1% | +216.8% | -220.9% | -5.6% |
| 5Y | +3.0% | +152.7% | -149.8% | +1.2% |
| 10Y | +89.6% | -68.2% | +157.8% | +83.0% |
| All | +89.6% | -68.2% | +157.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling