+2.9%
PEP vs LTH
+120.9%
-118.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | -0.9% |
| 7D | -0.3% | -4.6% | +4.3% | 0.0% |
| 30D | +11.8% | +14.8% | -3.1% | +10.8% |
| 3M | +3.7% | +3.9% | -0.3% | +3.4% |
| 6M | -4.3% | +35.5% | -39.8% | -6.0% |
| YTD | +2.1% | +71.3% | -69.2% | -1.2% |
| 1Y | +2.5% | +75.7% | -73.2% | -1.0% |
| 3Y | -5.0% | +231.9% | -237.0% | -12.7% |
| 5Y | +2.9% | +130.5% | -127.6% | -8.0% |
| All | +2.9% | +120.9% | -118.0% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling