+747.6%
PEP vs EW
+6,974.1%
-6,226.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +0.2% | +1.0% | -0.8% | +0.1% |
| 3M | -1.1% | +2.8% | -3.9% | -1.5% |
| 6M | -13.5% | +5.5% | -19.0% | -14.2% |
| YTD | -1.2% | +5.5% | -6.6% | -2.1% |
| 1Y | -1.6% | +11.0% | -12.6% | -3.3% |
| 3Y | -12.5% | +17.7% | -30.2% | -16.5% |
| 5Y | +3.0% | -25.7% | +28.8% | +3.7% |
| 10Y | +73.9% | +132.8% | -58.9% | +48.6% |
| All | +747.6% | +6,974.1% | -6,226.5% | +451.5% |
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