+262.8%
PEP vs IBKR
+1,332.5%
-1,069.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | +0.3% | -0.3% | +0.6% | +0.2% |
| 3M | -3.2% | +4.7% | -7.9% | -4.2% |
| 6M | -13.6% | +34.0% | -47.6% | -17.6% |
| YTD | -1.9% | +40.8% | -42.7% | -7.4% |
| 1Y | -0.6% | +45.7% | -46.3% | -7.1% |
| 3Y | -13.6% | +288.4% | -301.9% | -32.6% |
| 5Y | +3.2% | +487.2% | -483.9% | -26.4% |
| 10Y | +79.1% | +991.2% | -912.1% | +10.7% |
| All | +262.8% | +1,332.5% | -1,069.7% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling