+76.6%
PEP vs ED
+104.2%
-27.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.1% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | +0.7% | +1.1% | -0.4% | 0.0% |
| 3M | -0.5% | +4.6% | -5.2% | -2.9% |
| 6M | -11.3% | -2.0% | -9.3% | -10.5% |
| YTD | -0.6% | +11.7% | -12.3% | -6.4% |
| 1Y | +1.7% | +15.7% | -14.1% | -6.2% |
| 3Y | -12.5% | +34.4% | -46.8% | -26.3% |
| 5Y | +3.9% | +67.3% | -63.4% | -23.5% |
| 10Y | +76.6% | +104.0% | -27.5% | +15.8% |
| All | +76.6% | +104.2% | -27.6% | +15.8% |
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