+3.1%
PEP vs NDAQ
+24.5%
-21.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +2.9% | +0.8% | +2.1% | +2.9% |
| 30D | +14.2% | +16.5% | -2.3% | +13.9% |
| 3M | +3.2% | +13.5% | -10.3% | +3.0% |
| 6M | -7.4% | +20.9% | -28.4% | -8.1% |
| YTD | +1.5% | +11.4% | -9.9% | -2.8% |
| All | +3.1% | +24.5% | -21.3% | +1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling