+76.6%
PEP vs EW
+124.3%
-47.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +1.2% |
| 7D | +0.1% | -4.4% | +4.5% | +0.8% |
| 30D | +0.7% | -3.3% | +4.0% | +1.2% |
| 3M | -0.5% | +1.0% | -1.5% | -0.7% |
| 6M | -11.3% | +6.2% | -17.5% | -12.4% |
| YTD | -0.6% | +1.7% | -2.3% | -1.2% |
| 1Y | +1.7% | +8.1% | -6.5% | -0.2% |
| 3Y | -12.5% | +17.1% | -29.6% | -18.0% |
| 5Y | +3.9% | -29.4% | +33.2% | +7.1% |
| 10Y | +76.6% | +121.7% | -45.2% | +47.4% |
| All | +76.6% | +124.3% | -47.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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