-14.9%
PEP vs IBKR
+283.5%
-298.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | -0.1% |
| 7D | -1.4% | -3.8% | +2.4% | -1.6% |
| 30D | -0.2% | -0.3% | +0.1% | -0.2% |
| 3M | -4.3% | +4.8% | -9.1% | -4.0% |
| 6M | -13.2% | +30.8% | -44.0% | -12.0% |
| YTD | -1.9% | +39.5% | -41.4% | -0.2% |
| 1Y | -0.3% | +43.7% | -44.0% | +1.4% |
| All | -14.9% | +283.5% | -298.4% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 3y: compounded portfolio wealth divided by compounded IBKR 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…
3y analysis · Full analysis span regression · 6 months rolling