+3,159.9%
PEP vs NEM
+487.7%
+2,672.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | -1.4% | +0.3% | -1.7% | -1.4% |
| 30D | +0.2% | +23.1% | -22.8% | -0.8% |
| 3M | -1.1% | +18.5% | -19.6% | -2.0% |
| 6M | -13.5% | +7.8% | -21.3% | -14.0% |
| YTD | -1.2% | +29.1% | -30.3% | -2.8% |
| 1Y | -1.6% | +72.7% | -74.2% | -4.7% |
| 3Y | -12.5% | +248.7% | -261.3% | -18.8% |
| 5Y | +3.0% | +148.7% | -145.6% | -3.2% |
| 10Y | +73.9% | +304.8% | -230.9% | +58.8% |
| All | +3,159.9% | +487.7% | +2,672.2% | +2,733.2% |
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