+3.2%
PEP vs ED
+24.8%
-21.6%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | +1.1% | -0.9% | +2.0% | +1.6% |
| 30D | +13.6% | +11.2% | +2.4% | +7.2% |
| 3M | +5.1% | +11.8% | -6.7% | -1.1% |
| 6M | -1.6% | +14.1% | -15.7% | -8.2% |
| YTD | +3.3% | +23.0% | -19.6% | -5.9% |
| 1Y | +3.2% | +23.7% | -20.4% | -6.1% |
| All | +3.2% | +24.8% | -21.6% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling