-13.5%
PEP vs IRE
-45.0%
+31.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.6% | -0.4% |
| 7D | -1.4% | +54.8% | -56.2% | -0.4% |
| 30D | +0.2% | +18.4% | -18.2% | +0.9% |
| 3M | -1.1% | -66.7% | +65.6% | -0.3% |
| 6M | -13.5% | -52.3% | +38.8% | -12.3% |
| All | -13.5% | -45.0% | +31.5% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling