+403.1%
PEP vs LVS
+51.2%
+351.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.1% | -1.0% |
| 7D | -0.3% | -3.9% | +3.6% | -0.1% |
| 30D | +11.8% | +7.1% | +4.7% | +11.2% |
| 3M | +3.7% | -13.2% | +16.9% | +4.6% |
| 6M | -4.3% | -22.8% | +18.5% | -2.8% |
| YTD | +2.1% | -38.0% | +40.2% | +5.0% |
| 1Y | +2.5% | -39.5% | +42.0% | +5.6% |
| 3Y | -5.0% | -12.2% | +7.1% | -5.2% |
| 5Y | +2.9% | +6.4% | -3.6% | +0.1% |
| 10Y | +87.9% | -13.3% | +101.2% | +82.2% |
| All | +403.1% | +51.2% | +351.9% | +356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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