+3,269.6%
PEP vs NEM
+416.8%
+2,852.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.8% | -0.9% |
| 7D | -0.3% | -5.9% | +5.6% | 0.0% |
| 30D | +11.8% | -2.6% | +14.3% | +11.8% |
| 3M | +3.7% | -4.2% | +7.9% | +3.8% |
| 6M | -4.3% | -5.5% | +1.2% | -4.3% |
| YTD | +2.1% | +13.5% | -11.4% | +1.0% |
| 1Y | +2.5% | +22.2% | -19.6% | +0.9% |
| 3Y | -5.0% | +249.0% | -254.0% | -11.9% |
| 5Y | +2.9% | +120.1% | -117.2% | -2.9% |
| 10Y | +87.9% | +356.3% | -268.4% | +71.0% |
| All | +3,269.6% | +416.8% | +2,852.8% | +2,844.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling