+89.6%
PEP vs IT
+88.3%
+1.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +4.6% | -7.5% | +12.1% | +5.8% |
| 30D | +14.0% | -1.2% | +15.2% | +14.0% |
| 3M | +5.4% | -2.2% | +7.6% | +5.2% |
| 6M | -5.1% | +19.1% | -24.2% | -9.0% |
| YTD | +3.1% | -25.1% | +28.2% | +5.9% |
| 1Y | +4.8% | -17.4% | +22.1% | +5.5% |
| 3Y | -4.1% | -54.1% | +50.0% | +5.9% |
| 5Y | +3.0% | -42.7% | +45.6% | +5.8% |
| 10Y | +89.6% | +88.1% | +1.4% | +38.4% |
| All | +89.6% | +88.3% | +1.3% | +38.4% |
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