+3.7%
PEP vs M
+36.6%
-32.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.6% | -3.9% | +3.3% |
| 7D | +7.4% | +8.3% | -0.9% | +6.8% |
| 30D | +13.3% | +14.2% | -0.8% | +12.4% |
| 3M | +3.5% | -1.1% | +4.6% | +3.3% |
| 6M | -5.9% | +36.6% | -42.5% | -7.0% |
| YTD | +2.3% | +19.8% | -17.5% | +1.9% |
| 1Y | +3.7% | +37.2% | -33.5% | +3.3% |
| All | +3.7% | +36.6% | -32.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling