+79.6%
PEP vs ES
+83.5%
-3.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | +0.3% |
| 7D | +2.9% | +1.9% | +1.0% | +2.1% |
| 30D | +14.2% | +7.1% | +7.2% | +10.7% |
| 3M | +3.2% | -1.9% | +5.1% | +4.0% |
| 6M | -7.4% | +4.4% | -11.8% | -9.5% |
| YTD | +1.5% | +7.3% | -5.8% | -2.3% |
| 1Y | +3.9% | +2.1% | +1.7% | +1.6% |
| 3Y | -5.5% | +41.8% | -47.4% | -23.1% |
| 5Y | +0.1% | +1.4% | -1.3% | -4.6% |
| All | +79.6% | +83.5% | -3.9% | +24.6% |
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