+81.9%
PEP vs CAPR
-69.9%
+151.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.2% |
| 7D | +6.7% | +29.7% | -23.0% | +6.6% |
| 30D | +13.5% | +11.0% | +2.6% | +13.5% |
| 3M | +3.9% | +118.8% | -114.9% | +3.7% |
| 6M | -6.0% | -73.9% | +67.9% | -5.9% |
| YTD | +2.5% | -70.2% | +72.7% | +2.5% |
| 1Y | +3.9% | +38.3% | -34.3% | +3.0% |
| 3Y | -4.7% | +199.7% | -204.3% | -6.2% |
| 5Y | +1.1% | +130.6% | -129.5% | -0.6% |
| All | +81.9% | -69.9% | +151.8% | +75.7% |
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