+3.4%
PEP vs ET
+241.7%
-238.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | 0.0% |
| 7D | -1.4% | +1.4% | -2.7% | -1.5% |
| 30D | -0.2% | +4.6% | -4.8% | -0.6% |
| 3M | -4.3% | +16.0% | -20.3% | -5.6% |
| 6M | -13.2% | +22.8% | -36.0% | -14.8% |
| YTD | -1.9% | +38.9% | -40.7% | -4.7% |
| 1Y | -0.3% | +34.1% | -34.4% | -2.9% |
| 3Y | -13.6% | +98.8% | -112.4% | -20.2% |
| 5Y | +3.4% | +246.8% | -243.5% | -6.2% |
| All | +3.4% | +241.7% | -238.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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