+79.1%
PEP vs ETR
+288.4%
-209.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.8% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | +0.3% | +2.0% | -1.7% | -0.6% |
| 3M | -3.2% | -1.7% | -1.6% | -2.8% |
| 6M | -13.6% | +3.6% | -17.2% | -15.3% |
| YTD | -1.9% | +18.0% | -19.9% | -9.1% |
| 1Y | -0.6% | +26.2% | -26.8% | -10.9% |
| 3Y | -13.6% | +148.0% | -161.6% | -44.9% |
| 5Y | +3.2% | +126.1% | -122.8% | -32.3% |
| 10Y | +79.1% | +302.3% | -223.2% | -10.6% |
| All | +79.1% | +288.4% | -209.3% | -10.6% |
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