-1.6%
PEP vs EQT
+7.9%
-9.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.7% |
| 7D | -1.4% | +1.1% | -2.5% | -1.4% |
| 30D | +0.2% | +7.7% | -7.5% | +0.3% |
| 3M | -1.1% | +0.2% | -1.3% | -1.2% |
| 6M | -13.5% | -9.5% | -4.0% | -13.8% |
| YTD | -1.2% | +3.8% | -5.0% | -0.9% |
| 1Y | -1.6% | +7.8% | -9.3% | -3.2% |
| All | -1.6% | +7.9% | -9.4% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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