-13.1%
PEP vs NDAQ
+96.0%
-109.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.4% |
| 7D | -1.4% | -2.4% | +1.1% | -1.1% |
| 30D | +0.2% | +2.5% | -2.2% | -0.1% |
| 3M | -1.1% | +9.9% | -11.0% | -2.3% |
| 6M | -13.5% | +9.4% | -22.9% | -14.6% |
| YTD | -1.2% | +0.4% | -1.6% | -1.6% |
| 1Y | -1.6% | +4.0% | -5.6% | -2.6% |
| All | -13.1% | +96.0% | -109.1% | -28.3% |
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 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