+80.3%
PEP vs ES
+82.6%
-2.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +1.0% | -0.1% | +1.1% | +1.1% |
| 30D | +12.6% | +5.7% | +6.9% | +9.8% |
| 3M | +3.1% | -2.8% | +5.9% | +4.3% |
| 6M | -6.3% | +7.0% | -13.2% | -9.3% |
| YTD | +1.9% | +6.8% | -4.9% | -1.7% |
| 1Y | +3.3% | -0.5% | +3.7% | +2.3% |
| 3Y | -4.8% | +47.2% | -52.0% | -24.0% |
| 5Y | +2.0% | +2.3% | -0.2% | -3.3% |
| 10Y | +80.3% | +85.6% | -5.3% | +25.4% |
| All | +80.3% | +82.6% | -2.3% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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