+3,159.9%
PEP vs ETR
+4,412.2%
-1,252.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.4% | +1.4% | -2.8% | -1.8% |
| 30D | +0.2% | +1.0% | -0.8% | -0.1% |
| 3M | -1.1% | -1.3% | +0.1% | -0.9% |
| 6M | -13.5% | +1.9% | -15.4% | -14.3% |
| YTD | -1.2% | +18.2% | -19.3% | -6.5% |
| 1Y | -1.6% | +24.7% | -26.2% | -8.5% |
| 3Y | -12.5% | +150.7% | -163.2% | -35.6% |
| 5Y | +3.0% | +127.0% | -124.0% | -22.4% |
| 10Y | +73.9% | +295.5% | -221.5% | +11.0% |
| All | +3,159.9% | +4,412.2% | -1,252.3% | +836.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling