-4.0%
PEP vs IRE
-97.2%
+93.2%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +39.6% | -40.5% | 0.0% |
| 7D | +2.9% | -27.2% | +30.1% | +2.7% |
| 30D | +14.2% | -75.1% | +89.4% | +12.0% |
| 3M | +3.2% | -77.9% | +81.0% | +1.4% |
| 6M | -7.4% | -94.6% | +87.1% | -9.4% |
| YTD | +1.5% | -91.5% | +93.0% | +0.8% |
| 1Y | +3.9% | -97.8% | +101.7% | +2.2% |
| All | -4.0% | -97.2% | +93.2% | -5.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling