+69.9%
PEP vs IR
+316.5%
-246.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | +6.7% | +2.3% | +4.4% | +6.3% |
| 30D | +13.5% | +3.3% | +10.2% | +12.9% |
| 3M | +3.9% | -9.0% | +13.0% | +5.2% |
| 6M | -6.0% | +8.0% | -14.0% | -7.3% |
| YTD | +2.5% | +3.4% | -0.9% | +1.3% |
| 1Y | +3.9% | +4.5% | -0.6% | +2.5% |
| 3Y | -4.7% | +25.6% | -30.2% | -10.3% |
| 5Y | +1.1% | +43.8% | -42.7% | -8.3% |
| All | +69.9% | +316.5% | -246.6% | +32.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling