+89.6%
PEP vs NEM
+316.2%
-226.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +1.6% |
| 7D | +4.6% | +11.6% | -7.0% | +3.6% |
| 30D | +14.0% | +1.8% | +12.2% | +13.7% |
| 3M | +5.4% | +2.5% | +2.9% | +4.9% |
| 6M | -5.1% | +3.4% | -8.6% | -5.8% |
| YTD | +3.1% | +20.9% | -17.8% | +0.4% |
| 1Y | +4.8% | +37.2% | -32.4% | +0.6% |
| 3Y | -4.1% | +271.6% | -275.8% | -19.4% |
| 5Y | +3.0% | +136.6% | -133.7% | -9.6% |
| 10Y | +89.6% | +342.6% | -253.0% | +54.4% |
| All | +89.6% | +316.2% | -226.6% | +54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 10y: compounded portfolio wealth divided by compounded NEM 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…
10y analysis · Full analysis span regression · 6 months rolling