+95.5%
PEP vs CAPR
-65.7%
+161.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.9% | +9.2% | +2.2% |
| 7D | +2.9% | +5.9% | -3.0% | +2.9% |
| 30D | +12.5% | +44.6% | -32.1% | +12.4% |
| 3M | +4.5% | +126.4% | -121.8% | +4.3% |
| 6M | -0.5% | -68.6% | +68.1% | -0.4% |
| YTD | +4.4% | -67.0% | +71.4% | +4.5% |
| 1Y | +4.4% | +65.2% | -60.8% | +3.3% |
| 3Y | -3.4% | +235.6% | -239.0% | -5.0% |
| 5Y | +5.2% | +175.4% | -170.3% | +3.3% |
| All | +95.5% | -65.7% | +161.3% | +89.3% |
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