+1,621.3%
PEP vs IT
+6,259.0%
-4,637.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +1.0% | -18.8% | +19.8% | +3.5% |
| 30D | +12.6% | -0.1% | +12.7% | +12.5% |
| 3M | +3.1% | +2.9% | +0.2% | +2.4% |
| 6M | -6.3% | +20.4% | -26.7% | -9.3% |
| YTD | +1.9% | -24.3% | +26.1% | +3.3% |
| 1Y | +3.3% | -17.2% | +20.4% | +3.5% |
| 3Y | -4.8% | -52.4% | +47.6% | +0.7% |
| 5Y | +2.0% | -43.7% | +45.8% | +4.6% |
| 10Y | +80.3% | +90.3% | -10.0% | +56.4% |
| All | +1,621.3% | +6,259.0% | -4,637.7% | +965.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling