+3,159.9%
PEP vs IP
+364.8%
+2,795.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.1% |
| 7D | -2.4% | -5.3% | +2.8% | -1.5% |
| 30D | -0.8% | -10.9% | +10.0% | +1.1% |
| 3M | -2.2% | +11.2% | -13.3% | -4.4% |
| 6M | -14.4% | -10.2% | -4.2% | -13.6% |
| YTD | -2.2% | -2.0% | -0.2% | -3.1% |
| 1Y | -2.6% | -19.1% | +16.5% | -0.5% |
| 3Y | -12.5% | +20.9% | -33.4% | -18.6% |
| 5Y | +3.0% | -17.8% | +20.8% | +1.8% |
| 10Y | +73.9% | +23.5% | +50.4% | +54.0% |
| All | +3,159.9% | +364.8% | +2,795.1% | +1,419.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling