+458.8%
PEP vs NDAQ
+2,593.6%
-2,134.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +14.2% | +16.5% | -2.3% | +11.5% |
| 3M | +3.2% | +13.5% | -10.3% | +1.0% |
| 6M | -7.4% | +20.9% | -28.4% | -10.4% |
| YTD | +1.5% | +11.4% | -9.9% | -0.9% |
| 1Y | +3.9% | +25.9% | -22.0% | -0.6% |
| 3Y | -5.5% | +119.9% | -125.4% | -17.8% |
| 5Y | +0.1% | +61.7% | -61.6% | -9.3% |
| 10Y | +82.1% | +481.6% | -399.5% | +37.1% |
| All | +458.8% | +2,593.6% | -2,134.8% | +277.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling