+4.4%
PEP vs M
-3.3%
+7.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.2% |
| 7D | +2.9% | +7.0% | -4.1% | +2.5% |
| 30D | +12.5% | +8.9% | +3.6% | +12.0% |
| 3M | +4.5% | +4.5% | 0.0% | +4.2% |
| 6M | -0.5% | +36.2% | -36.7% | -2.2% |
| YTD | +4.4% | +15.1% | -10.7% | +3.4% |
| 1Y | +4.4% | +27.4% | -23.1% | +2.7% |
| 3Y | -3.4% | +160.1% | -163.5% | -9.9% |
| All | +4.4% | -3.3% | +7.7% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling