+89.6%
PEP vs ETR
+369.0%
-279.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +4.6% | +2.6% | +2.1% | +3.5% |
| 30D | +14.0% | +8.7% | +5.3% | +10.1% |
| 3M | +5.4% | +6.4% | -1.0% | +2.6% |
| 6M | -5.1% | +0.7% | -5.8% | -5.8% |
| YTD | +3.1% | +23.0% | -19.9% | -6.2% |
| 1Y | +4.8% | +17.9% | -13.1% | -3.0% |
| 3Y | -4.1% | +154.9% | -159.0% | -39.5% |
| 5Y | +3.0% | +157.3% | -154.3% | -36.6% |
| 10Y | +89.6% | +373.4% | -283.8% | -11.0% |
| All | +89.6% | +369.0% | -279.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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