+386.7%
PEP vs LVS
+69.2%
+317.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.4% | -1.5% | +0.1% | -1.3% |
| 30D | +0.2% | -3.2% | +3.5% | +0.4% |
| 3M | -1.1% | -12.0% | +10.9% | -0.3% |
| 6M | -13.5% | -19.9% | +6.4% | -12.4% |
| YTD | -1.2% | -30.6% | +29.5% | +0.9% |
| 1Y | -1.6% | -17.7% | +16.2% | -0.7% |
| 3Y | -12.5% | -14.2% | +1.7% | -12.6% |
| 5Y | +3.0% | +9.6% | -6.6% | 0.0% |
| 10Y | +73.9% | +5.7% | +68.2% | +66.6% |
| All | +386.7% | +69.2% | +317.5% | +338.7% |
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