+3,159.9%
PEP vs ED
+2,217.3%
+942.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | -0.1% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +0.2% | -0.1% | +0.4% | +0.3% |
| 3M | -1.1% | +3.9% | -5.0% | -2.7% |
| 6M | -13.5% | -3.0% | -10.4% | -12.4% |
| YTD | -1.2% | +10.7% | -11.9% | -5.4% |
| 1Y | -1.6% | +13.3% | -14.9% | -6.8% |
| 3Y | -12.5% | +34.5% | -47.0% | -23.6% |
| 5Y | +3.0% | +67.1% | -64.1% | -18.4% |
| 10Y | +73.9% | +103.0% | -29.1% | +26.1% |
| All | +3,159.9% | +2,217.3% | +942.6% | +633.2% |
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 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