-6.0%
PEP vs COMP
+29.1%
-35.1%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.2% | +8.4% | +0.4% |
| 7D | +6.7% | -1.8% | +8.5% | +6.7% |
| 30D | +13.5% | -0.8% | +14.3% | +13.5% |
| 3M | +3.9% | -28.1% | +32.1% | +4.4% |
| 6M | -6.0% | +27.0% | -33.0% | -6.5% |
| All | -6.0% | +29.1% | -35.1% | -6.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling