+339.7%
PEP vs ET
+1,435.0%
-1,095.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | +0.9% | -2.3% | -1.5% |
| 30D | +0.2% | +7.5% | -7.2% | -0.5% |
| 3M | -1.1% | +11.4% | -12.5% | -2.1% |
| 6M | -13.5% | +18.5% | -32.0% | -14.9% |
| YTD | -1.2% | +37.4% | -38.6% | -4.1% |
| 1Y | -1.6% | +30.9% | -32.5% | -4.1% |
| 3Y | -12.5% | +98.7% | -111.3% | -18.5% |
| 5Y | +3.0% | +230.7% | -227.7% | -9.0% |
| 10Y | +73.9% | +175.6% | -101.7% | +50.6% |
| All | +339.7% | +1,435.0% | -1,095.3% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling