-3.4%
PEP vs NDAQ
+117.7%
-121.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +2.9% | +1.3% | +1.6% | +2.8% |
| 30D | +12.5% | +18.0% | -5.4% | +10.6% |
| 3M | +4.5% | +11.5% | -7.0% | +3.3% |
| 6M | -0.5% | +21.1% | -21.6% | -2.7% |
| YTD | +4.4% | +12.8% | -8.4% | +2.7% |
| 1Y | +4.4% | +25.7% | -21.3% | +0.7% |
| 3Y | -3.4% | +116.8% | -120.2% | -20.1% |
| All | -3.4% | +117.7% | -121.1% | -20.1% |
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