+3,260.6%
PEP vs NEM
+474.3%
+2,786.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.2% |
| 7D | +1.0% | +14.7% | -13.7% | +0.4% |
| 30D | +12.6% | +6.2% | +6.4% | +12.3% |
| 3M | +3.1% | +11.0% | -7.9% | +2.5% |
| 6M | -6.3% | +7.9% | -14.2% | -6.9% |
| YTD | +1.9% | +26.2% | -24.3% | +0.2% |
| 1Y | +3.3% | +51.5% | -48.2% | +0.7% |
| 3Y | -4.8% | +290.6% | -295.4% | -12.2% |
| 5Y | +2.0% | +153.1% | -151.0% | -4.3% |
| 10Y | +80.3% | +332.4% | -252.1% | +64.2% |
| All | +3,260.6% | +474.3% | +2,786.3% | +2,822.1% |
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