+63.8%
PEP vs IR
+288.5%
-224.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | -1.4% | -2.8% | +1.4% | -1.0% |
| 30D | +0.2% | -15.1% | +15.4% | +2.5% |
| 3M | -1.1% | +6.1% | -7.2% | -2.1% |
| 6M | -13.5% | -16.8% | +3.3% | -11.5% |
| YTD | -1.2% | -3.5% | +2.4% | -1.3% |
| 1Y | -1.6% | -3.5% | +1.9% | -1.8% |
| 3Y | -12.5% | +9.5% | -22.0% | -15.9% |
| 5Y | +3.0% | +45.1% | -42.0% | -6.7% |
| All | +63.8% | +288.5% | -224.7% | +29.1% |
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 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