+4.1%
PEP vs M
-2.0%
+6.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | +1.1% | -3.3% | +4.4% | +1.2% |
| 30D | +13.6% | +8.1% | +5.5% | +13.1% |
| 3M | +5.1% | +2.2% | +2.9% | +4.9% |
| 6M | -1.6% | +35.1% | -36.7% | -3.3% |
| YTD | +3.3% | +15.8% | -12.5% | +2.3% |
| 1Y | +3.2% | +25.8% | -22.6% | +1.7% |
| 3Y | -3.9% | +156.2% | -160.1% | -10.3% |
| All | +4.1% | -2.0% | +6.1% | +0.8% |
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 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