+4.4%
PEP vs IR
+46.0%
-41.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | +2.9% | +2.5% | +0.4% | +2.6% |
| 30D | +12.5% | +9.2% | +3.3% | +11.3% |
| 3M | +4.5% | +0.9% | +3.6% | +4.3% |
| 6M | -0.5% | +19.2% | -19.7% | -2.8% |
| YTD | +4.4% | +7.5% | -3.1% | +3.0% |
| 1Y | +4.4% | +11.7% | -7.4% | +2.4% |
| 3Y | -3.4% | +23.9% | -27.3% | -9.4% |
| All | +4.4% | +46.0% | -41.6% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling