+75.0%
PEP vs M
-1.9%
+76.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -0.8% |
| 7D | -1.4% | +4.7% | -6.1% | -1.7% |
| 30D | +0.2% | -9.6% | +9.9% | +0.9% |
| 3M | -1.1% | +0.9% | -2.0% | -1.3% |
| 6M | -13.5% | +22.3% | -35.8% | -14.7% |
| YTD | -1.2% | +6.5% | -7.7% | -1.9% |
| 1Y | -1.6% | +38.8% | -40.3% | -4.0% |
| 3Y | -12.5% | +115.9% | -128.4% | -18.5% |
| 5Y | +3.0% | +28.6% | -25.6% | -3.0% |
| All | +75.0% | -1.9% | +76.9% | +44.9% |
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