+3,280.3%
PEP vs ED
+2,522.9%
+757.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | +6.7% | +5.2% | +1.5% | +4.4% |
| 30D | +13.5% | +15.5% | -2.0% | +6.8% |
| 3M | +3.9% | +13.0% | -9.1% | -1.4% |
| 6M | -6.0% | +13.1% | -19.1% | -10.8% |
| YTD | +2.5% | +25.3% | -22.8% | -7.0% |
| 1Y | +3.9% | +30.5% | -26.6% | -7.3% |
| 3Y | -4.7% | +49.3% | -54.0% | -20.3% |
| 5Y | +1.1% | +84.6% | -83.5% | -23.2% |
| 10Y | +83.8% | +135.4% | -51.6% | +25.4% |
| All | +3,280.3% | +2,522.9% | +757.4% | +621.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling