+4.4%
PEP vs INSM
-37.5%
+41.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.3% |
| 7D | +2.9% | +5.9% | -3.0% | +3.0% |
| 30D | +12.5% | +23.9% | -11.4% | +12.8% |
| 3M | +4.5% | -4.1% | +8.6% | +4.3% |
| 6M | -0.5% | +2.7% | -3.2% | -0.3% |
| YTD | +4.4% | -30.4% | +34.8% | +4.0% |
| 1Y | +4.4% | -36.6% | +40.9% | +4.4% |
| All | +4.4% | -37.5% | +41.8% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling