-2.6%
PEP vs NET
+36.1%
-38.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.8% |
| 7D | -2.4% | -7.0% | +4.5% | -2.8% |
| 30D | -0.8% | -4.8% | +4.0% | -1.0% |
| 3M | -2.2% | +3.8% | -6.0% | -1.7% |
| 6M | -14.4% | +50.0% | -64.4% | -10.9% |
| YTD | -2.2% | +41.5% | -43.7% | +1.4% |
| 1Y | -2.6% | +32.8% | -35.4% | +1.6% |
| All | -2.6% | +36.1% | -38.7% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 1y: compounded portfolio wealth divided by compounded NET 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…
1y analysis · Full analysis span regression · 6 months rolling