+4.4%
PEP vs M
+24.3%
-19.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | +2.9% | +7.0% | -4.1% | +2.4% |
| 30D | +12.5% | +8.9% | +3.6% | +11.8% |
| 3M | +4.5% | +4.5% | 0.0% | +4.1% |
| 6M | -0.5% | +36.2% | -36.7% | -1.8% |
| YTD | +4.4% | +15.1% | -10.7% | +4.2% |
| 1Y | +4.4% | +27.4% | -23.1% | +3.8% |
| All | +4.4% | +24.3% | -19.9% | +3.8% |
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