-5.5%
PEP vs ED
+48.1%
-53.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | -1.7% | +1.4% | +0.5% |
| 30D | +11.8% | +10.7% | +1.1% | +6.4% |
| 3M | +3.7% | +11.6% | -8.0% | -1.8% |
| 6M | -4.3% | +13.5% | -17.8% | -10.0% |
| YTD | +2.1% | +23.1% | -21.0% | -7.5% |
| 1Y | +2.5% | +23.1% | -20.6% | -7.2% |
| All | -5.5% | +48.1% | -53.6% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling