+3.2%
PEP vs CAPR
+90.5%
-87.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +26.5% | -26.3% | +0.3% |
| 7D | +1.1% | +25.8% | -24.7% | +1.1% |
| 30D | +13.6% | +50.2% | -36.6% | +13.7% |
| 3M | +5.1% | +185.5% | -180.4% | +5.3% |
| 6M | -1.6% | -64.8% | +63.2% | -1.6% |
| YTD | +3.3% | -61.1% | +64.5% | +3.3% |
| 1Y | +3.2% | +81.0% | -77.7% | +3.7% |
| All | +3.2% | +90.5% | -87.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling