+79.1%
PEP vs NEM
+299.2%
-220.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.5% | -1.4% |
| 7D | -1.7% | +3.1% | -4.7% | -1.9% |
| 30D | +0.3% | +10.0% | -9.7% | -0.6% |
| 3M | -3.2% | +30.9% | -34.1% | -5.6% |
| 6M | -13.6% | +10.5% | -24.1% | -14.7% |
| YTD | -1.9% | +29.7% | -31.6% | -4.9% |
| 1Y | -0.6% | +71.1% | -71.7% | -6.8% |
| 3Y | -13.6% | +252.1% | -265.7% | -26.6% |
| 5Y | +3.2% | +157.7% | -154.5% | -10.0% |
| 10Y | +79.1% | +319.4% | -240.3% | +46.7% |
| All | +79.1% | +299.2% | -220.2% | +46.7% |
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