+7.3%
PEP vs LTH
+188.2%
-180.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.2% |
| 7D | +6.7% | +5.3% | +1.4% | +6.3% |
| 30D | +13.5% | +18.3% | -4.7% | +12.4% |
| 3M | +3.9% | +5.4% | -1.5% | +3.6% |
| 6M | -6.0% | +62.5% | -68.5% | -8.6% |
| YTD | +2.5% | +79.6% | -77.2% | -1.1% |
| 1Y | +3.9% | +88.1% | -84.2% | 0.0% |
| 3Y | -4.7% | +272.5% | -277.1% | -12.8% |
| 5Y | +1.1% | +146.1% | -145.0% | -10.0% |
| All | +7.3% | +188.2% | -180.9% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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