+80.3%
PEP vs ED
+132.0%
-51.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | +12.6% | +11.6% | +1.0% | +6.3% |
| 3M | +3.1% | +10.5% | -7.4% | -2.2% |
| 6M | -6.3% | +13.2% | -19.5% | -12.3% |
| YTD | +1.9% | +22.1% | -20.3% | -8.5% |
| 1Y | +3.3% | +24.2% | -20.9% | -8.2% |
| 3Y | -4.8% | +46.9% | -51.8% | -23.6% |
| 5Y | +2.0% | +80.8% | -78.8% | -28.0% |
| 10Y | +80.3% | +134.3% | -53.9% | +9.1% |
| All | +80.3% | +132.0% | -51.7% | +9.1% |
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