+3.0%
PEP vs ES
+1.9%
+1.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | +4.6% | +0.9% | +3.8% | +4.3% |
| 30D | +14.0% | +5.9% | +8.1% | +11.8% |
| 3M | +5.4% | -1.0% | +6.4% | +5.7% |
| 6M | -5.1% | +7.2% | -12.3% | -7.4% |
| YTD | +3.1% | +7.0% | -3.9% | +0.4% |
| 1Y | +4.8% | +0.5% | +4.3% | +3.8% |
| 3Y | -4.1% | +48.7% | -52.8% | -19.2% |
| 5Y | +3.0% | +1.9% | +1.0% | +0.2% |
| All | +3.0% | +1.9% | +1.0% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling