+75.5%
PEP vs ED
+102.4%
-26.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | 0.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +0.2% | -0.1% | +0.4% | +0.3% |
| 3M | -1.1% | +3.9% | -5.0% | -3.1% |
| 6M | -13.5% | -3.0% | -10.4% | -12.2% |
| YTD | -1.2% | +10.7% | -11.9% | -6.5% |
| 1Y | -1.6% | +13.3% | -14.9% | -8.1% |
| 3Y | -12.5% | +34.5% | -47.0% | -26.4% |
| 5Y | +3.0% | +67.1% | -64.1% | -24.2% |
| All | +75.5% | +102.4% | -26.8% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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