+4.8%
PEP vs M
+26.3%
-21.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +4.6% | +5.0% | -0.4% | +4.2% |
| 30D | +14.0% | +10.6% | +3.4% | +13.2% |
| 3M | +5.4% | +1.6% | +3.8% | +5.1% |
| 6M | -5.1% | +30.8% | -36.0% | -6.1% |
| YTD | +3.1% | +16.9% | -13.8% | +2.9% |
| 1Y | +4.8% | +26.3% | -21.5% | +4.8% |
| All | +4.8% | +26.3% | -21.5% | +4.8% |
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