+3.2%
PEP vs EW
+25.3%
-22.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | 0.0% |
| 7D | +1.1% | +6.5% | -5.4% | +0.4% |
| 30D | +13.6% | +22.5% | -8.9% | +11.2% |
| 3M | +5.1% | +13.0% | -7.9% | +3.8% |
| 6M | -1.6% | +37.1% | -38.7% | -4.0% |
| YTD | +3.3% | +24.1% | -20.8% | +0.7% |
| 1Y | +3.2% | +24.2% | -21.0% | +0.7% |
| All | +3.2% | +25.3% | -22.1% | +0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling