-4.1%
PEP vs COMP
+423.0%
-427.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.3% |
| 7D | +4.6% | +7.2% | -2.6% | +4.5% |
| 30D | +14.0% | +6.4% | +7.6% | +13.9% |
| 3M | +5.4% | -19.4% | +24.8% | +5.6% |
| 6M | -5.1% | +14.6% | -19.7% | -5.4% |
| YTD | +3.1% | -5.5% | +8.6% | +2.8% |
| 1Y | +4.8% | +13.7% | -8.9% | +4.0% |
| 3Y | -4.1% | +409.7% | -413.8% | -5.6% |
| All | -4.1% | +423.0% | -427.2% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 3y: compounded portfolio wealth divided by compounded COMP 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…
3y analysis · Full analysis span regression · 6 months rolling