+80.1%
PEP vs EW
+236.3%
-156.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +2.9% | +11.0% | -8.1% | +1.1% |
| 30D | +14.2% | +19.1% | -4.8% | +10.8% |
| 3M | +3.2% | +14.4% | -11.2% | +0.7% |
| 6M | -7.4% | +22.8% | -30.2% | -10.8% |
| YTD | +1.5% | +19.8% | -18.3% | -2.0% |
| 1Y | +3.9% | +23.9% | -20.0% | -0.4% |
| 3Y | -5.5% | +52.2% | -57.7% | -16.1% |
| 5Y | +0.1% | -13.9% | +14.0% | -0.3% |
| All | +80.1% | +236.3% | -156.2% | +44.1% |
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