-13.0%
PEP vs INFQ
-6.9%
-6.1%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.7% | -1.3% |
| 7D | -1.7% | +4.8% | -6.5% | -1.6% |
| 30D | +0.3% | +13.4% | -13.1% | +0.5% |
| 3M | -3.2% | -3.3% | 0.0% | -2.9% |
| 6M | -13.6% | +13.7% | -27.3% | -14.2% |
| All | -13.0% | -6.9% | -6.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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