+68.2%
PEP vs IR
+322.3%
-254.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.2% |
| 7D | +2.9% | +3.7% | -0.8% | +2.4% |
| 30D | +14.2% | +7.4% | +6.8% | +13.0% |
| 3M | +3.2% | -5.9% | +9.1% | +3.9% |
| 6M | -7.4% | +5.6% | -13.0% | -8.5% |
| YTD | +1.5% | +4.8% | -3.4% | +0.1% |
| 1Y | +3.9% | +6.9% | -3.1% | +2.1% |
| 3Y | -5.5% | +27.6% | -33.1% | -11.3% |
| 5Y | +0.1% | +45.8% | -45.7% | -9.3% |
| All | +68.2% | +322.3% | -254.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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