+95.5%
PEP vs NEM
+363.4%
-267.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +2.2% |
| 7D | +2.9% | -6.4% | +9.3% | +3.4% |
| 30D | +12.5% | +1.4% | +11.1% | +12.3% |
| 3M | +4.5% | -0.7% | +5.2% | +4.4% |
| 6M | -0.5% | -4.5% | +4.0% | -0.5% |
| YTD | +4.4% | +14.0% | -9.6% | +2.1% |
| 1Y | +4.4% | +27.3% | -22.9% | +0.8% |
| 3Y | -3.4% | +250.5% | -253.9% | -18.6% |
| 5Y | +5.2% | +121.1% | -115.9% | -7.2% |
| All | +95.5% | +363.4% | -267.9% | +57.6% |
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