+80.3%
PEP vs M
+3.7%
+76.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +8.1% | -7.7% | -0.1% |
| 7D | +1.0% | +2.5% | -1.5% | +0.8% |
| 30D | +12.6% | +10.1% | +2.6% | +11.9% |
| 3M | +3.1% | -0.9% | +4.1% | +3.1% |
| 6M | -6.3% | +30.2% | -36.4% | -8.0% |
| YTD | +1.9% | +16.3% | -14.4% | +0.5% |
| 1Y | +3.3% | +27.0% | -23.7% | +1.3% |
| 3Y | -4.8% | +154.5% | -159.3% | -12.3% |
| 5Y | +2.0% | -1.1% | +3.1% | -1.9% |
| 10Y | +80.3% | +0.5% | +79.8% | +47.7% |
| All | +80.3% | +3.7% | +76.6% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling