+75.7%
PEP vs EQT
+52.9%
+22.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.4% | -1.2% | -0.2% | -1.3% |
| 30D | -0.2% | +1.1% | -1.3% | -0.3% |
| 3M | -4.3% | +4.8% | -9.1% | -4.6% |
| 6M | -13.2% | -10.6% | -2.6% | -12.8% |
| YTD | -1.9% | +3.4% | -5.3% | -2.2% |
| 1Y | -0.3% | +8.7% | -9.0% | -1.0% |
| 3Y | -13.6% | +35.0% | -48.6% | -15.8% |
| 5Y | +3.4% | +204.2% | -200.9% | -5.3% |
| All | +75.7% | +52.9% | +22.8% | +51.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling