+2,034.5%
PEP vs M
+425.5%
+1,608.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.9% | +6.1% | +0.8% |
| 7D | +6.7% | -2.1% | +8.8% | +6.9% |
| 30D | +13.5% | +7.7% | +5.8% | +12.6% |
| 3M | +3.9% | -4.4% | +8.3% | +4.2% |
| 6M | -6.0% | +27.5% | -33.5% | -8.8% |
| YTD | +2.5% | +12.8% | -10.3% | +0.4% |
| 1Y | +3.9% | +20.7% | -16.8% | +1.0% |
| 3Y | -4.7% | +111.3% | -115.9% | -15.2% |
| 5Y | +1.1% | -6.3% | +7.4% | -5.0% |
| 10Y | +83.8% | +1.5% | +82.4% | +53.7% |
| All | +2,034.5% | +425.5% | +1,608.9% | +1,123.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling