+81.9%
PEP vs IP
+25.2%
+56.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.0% |
| 7D | +6.7% | -5.0% | +11.6% | +7.7% |
| 30D | +13.5% | +6.5% | +7.0% | +12.1% |
| 3M | +3.9% | -18.0% | +22.0% | +7.7% |
| 6M | -6.0% | +10.3% | -16.3% | -8.5% |
| YTD | +2.5% | -9.9% | +12.3% | +3.0% |
| 1Y | +3.9% | -1.1% | +5.0% | +2.4% |
| 3Y | -4.7% | +13.0% | -17.7% | -12.3% |
| 5Y | +1.1% | -12.3% | +13.4% | -2.1% |
| All | +81.9% | +25.2% | +56.7% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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