+778.9%
PEP vs EW
+7,833.4%
-7,054.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | 0.0% |
| 7D | +6.7% | +6.8% | -0.1% | +5.7% |
| 30D | +13.5% | +16.6% | -3.1% | +11.2% |
| 3M | +3.9% | +13.3% | -9.4% | +2.1% |
| 6M | -6.0% | +21.6% | -27.6% | -8.5% |
| YTD | +2.5% | +18.3% | -15.8% | -0.1% |
| 1Y | +3.9% | +21.7% | -17.8% | +0.9% |
| 3Y | -4.7% | +50.3% | -55.0% | -12.0% |
| 5Y | +1.1% | -15.0% | +16.1% | -0.1% |
| 10Y | +83.8% | +237.5% | -153.6% | +50.6% |
| All | +778.9% | +7,833.4% | -7,054.5% | +462.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling