+95.5%
PEP vs INSM
+729.9%
-634.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.2% |
| 7D | +2.9% | +5.9% | -3.0% | +2.8% |
| 30D | +12.5% | +23.9% | -11.4% | +12.0% |
| 3M | +4.5% | -4.1% | +8.6% | +4.6% |
| 6M | -0.5% | +2.7% | -3.2% | -0.8% |
| YTD | +4.4% | -30.4% | +34.8% | +4.9% |
| 1Y | +4.4% | -36.6% | +40.9% | +5.0% |
| 3Y | -3.4% | +406.9% | -410.3% | -8.7% |
| 5Y | +5.2% | +280.3% | -275.1% | -0.6% |
| All | +95.5% | +729.9% | -634.3% | +80.1% |
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