+91.3%
PEP vs ETR
+379.5%
-288.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.2% |
| 7D | -0.3% | +1.5% | -1.8% | -0.9% |
| 30D | +11.8% | +6.6% | +5.1% | +8.8% |
| 3M | +3.7% | +4.4% | -0.8% | +1.7% |
| 6M | -4.3% | -0.3% | -4.0% | -4.5% |
| YTD | +2.1% | +23.3% | -21.2% | -7.2% |
| 1Y | +2.5% | +18.9% | -16.3% | -5.5% |
| 3Y | -5.0% | +155.5% | -160.5% | -40.2% |
| 5Y | +2.9% | +159.9% | -157.1% | -37.1% |
| All | +91.3% | +379.5% | -288.2% | -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