-4.6%
PEP vs NDAQ
+122.0%
-126.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +6.7% | +1.2% | +5.5% | +6.5% |
| 30D | +13.5% | +15.8% | -2.3% | +11.8% |
| 3M | +3.9% | +13.4% | -9.4% | +2.5% |
| 6M | -6.0% | +20.9% | -26.9% | -8.0% |
| YTD | +2.5% | +11.1% | -8.6% | +0.9% |
| 1Y | +3.9% | +26.5% | -22.6% | +0.1% |
| All | -4.6% | +122.0% | -126.6% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling