-12.5%
PEP vs IOT
+30.1%
-42.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.1% | +2.8% | -2.7% | +0.2% |
| 30D | +0.7% | -1.8% | +2.4% | +0.6% |
| 3M | -0.5% | +17.9% | -18.4% | -0.1% |
| 6M | -11.3% | +13.5% | -24.9% | -10.8% |
| YTD | -0.6% | +13.3% | -13.9% | +0.2% |
| 1Y | +1.7% | -3.3% | +5.0% | +2.3% |
| 3Y | -12.5% | +31.3% | -43.8% | -12.8% |
| All | -12.5% | +30.1% | -42.5% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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