+75.3%
PEP vs INSM
+884.9%
-809.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.3% |
| 7D | -1.0% | +2.5% | -3.4% | -1.0% |
| 30D | -0.7% | -2.2% | +1.5% | -0.6% |
| 3M | -4.1% | +33.8% | -37.9% | -4.9% |
| 6M | -13.1% | -7.2% | -5.9% | -13.2% |
| YTD | -2.1% | -25.6% | +23.5% | -1.8% |
| 1Y | -1.7% | -11.2% | +9.6% | -1.8% |
| 3Y | -15.1% | +388.3% | -403.4% | -19.4% |
| 5Y | +3.1% | +376.6% | -373.5% | -3.0% |
| All | +75.3% | +884.9% | -809.6% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 10y: compounded portfolio wealth divided by compounded INSM 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…
10y analysis · Full analysis span regression · 6 months rolling