+0.7%
PEP vs IT
-29.3%
+30.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.7% |
| 7D | +0.1% | -9.1% | +9.2% | +0.3% |
| 30D | +0.7% | -7.0% | +7.7% | +0.8% |
| 3M | -0.5% | +7.6% | -8.2% | -1.9% |
| 6M | -11.3% | +2.1% | -13.4% | -12.9% |
| YTD | -0.6% | -31.6% | +31.0% | -4.0% |
| All | +0.7% | -29.3% | +30.0% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling