-2.4%
PEP vs IRE
-97.7%
+95.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -15.8% | +17.0% | +0.8% |
| 7D | +4.6% | -41.9% | +46.5% | +3.7% |
| 30D | +14.0% | -75.1% | +89.1% | +11.7% |
| 3M | +5.4% | -82.4% | +87.8% | +3.0% |
| 6M | -5.1% | -95.5% | +90.4% | -7.6% |
| YTD | +3.1% | -93.1% | +96.2% | +1.9% |
| 1Y | +4.8% | -97.8% | +102.6% | +2.8% |
| All | -2.4% | -97.7% | +95.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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