-4.4%
PEP vs INSM
+414.3%
-418.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.2% |
| 7D | +1.1% | +9.8% | -8.7% | +1.2% |
| 30D | +13.6% | +22.5% | -8.9% | +13.9% |
| 3M | +5.1% | -8.9% | +14.0% | +5.0% |
| 6M | -1.6% | +16.2% | -17.8% | -1.4% |
| YTD | +3.3% | -30.6% | +34.0% | +3.1% |
| 1Y | +3.2% | -37.7% | +40.9% | +2.9% |
| All | -4.4% | +414.3% | -418.7% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling