+79.1%
PEP vs IT
+88.4%
-9.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -1.7% | -9.1% | +7.4% | -0.3% |
| 30D | +0.3% | -12.2% | +12.5% | +2.1% |
| 3M | -3.2% | +7.8% | -11.1% | -5.2% |
| 6M | -13.6% | +2.0% | -15.6% | -15.0% |
| YTD | -1.9% | -32.7% | +30.9% | +2.8% |
| 1Y | -0.6% | -31.1% | +30.5% | +3.1% |
| 3Y | -13.6% | -52.1% | +38.5% | -6.3% |
| 5Y | +3.2% | -46.3% | +49.5% | +6.8% |
| 10Y | +79.1% | +91.4% | -12.3% | +33.5% |
| All | +79.1% | +88.4% | -9.4% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling