+3,179.4%
PEP vs EQT
+3,004.6%
+174.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.1% | -0.8% | +0.9% | +0.2% |
| 30D | +0.7% | +6.6% | -6.0% | 0.0% |
| 3M | -0.5% | +4.4% | -4.9% | -1.1% |
| 6M | -11.3% | -10.5% | -0.8% | -10.5% |
| YTD | -0.6% | +3.7% | -4.3% | -1.3% |
| 1Y | +1.7% | +9.9% | -8.2% | +0.1% |
| 3Y | -12.5% | +35.4% | -47.8% | -17.1% |
| 5Y | +3.9% | +189.2% | -185.3% | -12.9% |
| 10Y | +76.6% | +50.7% | +25.9% | +48.6% |
| All | +3,179.4% | +3,004.6% | +174.8% | +1,476.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling