+2.9%
PEP vs IBKR
+495.5%
-492.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.2% |
| 7D | -1.0% | -1.3% | +0.4% | -1.0% |
| 30D | -0.7% | -0.2% | -0.4% | -0.7% |
| 3M | -4.1% | +3.0% | -7.1% | -4.2% |
| 6M | -13.1% | +33.9% | -46.9% | -13.4% |
| YTD | -2.1% | +42.5% | -44.6% | -2.7% |
| 1Y | -1.7% | +44.9% | -46.5% | -2.4% |
| 3Y | -15.1% | +293.0% | -308.1% | -21.7% |
| All | +2.9% | +495.5% | -492.5% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling