+3.2%
PEP vs INSM
+365.8%
-362.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.3% |
| 7D | -1.7% | +1.7% | -3.4% | -1.7% |
| 30D | +0.3% | -4.4% | +4.7% | +0.3% |
| 3M | -3.2% | +30.0% | -33.3% | -3.3% |
| 6M | -13.6% | -10.0% | -3.6% | -13.5% |
| YTD | -1.9% | -26.0% | +24.1% | -1.8% |
| 1Y | -0.6% | -12.5% | +11.9% | -0.6% |
| 3Y | -13.6% | +390.5% | -404.1% | -13.0% |
| 5Y | +3.2% | +357.7% | -354.5% | +1.7% |
| All | +3.2% | +365.8% | -362.6% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling