+76.6%
PEP vs NDAQ
+372.3%
-295.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.5% | +1.2% |
| 7D | +0.1% | -2.6% | +2.7% | +0.9% |
| 30D | +0.7% | +0.5% | +0.2% | +0.4% |
| 3M | -0.5% | +9.9% | -10.4% | -3.9% |
| 6M | -11.3% | +8.2% | -19.5% | -14.2% |
| YTD | -0.6% | -1.5% | +0.9% | -1.3% |
| 1Y | +1.7% | +1.3% | +0.3% | -0.5% |
| 3Y | -12.5% | +92.6% | -105.1% | -35.4% |
| 5Y | +3.9% | +53.8% | -49.9% | -17.6% |
| 10Y | +76.6% | +376.0% | -299.4% | -13.3% |
| All | +76.6% | +372.3% | -295.8% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded NDAQ 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling