+3.7%
PEP vs NET
+11.0%
-7.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.3% | +3.6% |
| 7D | +7.4% | -16.4% | +23.7% | +6.2% |
| 30D | +13.3% | -25.8% | +39.2% | +11.6% |
| 3M | +3.5% | -11.5% | +15.0% | +3.0% |
| 6M | -5.9% | +18.9% | -24.8% | -4.2% |
| YTD | +2.3% | +35.2% | -33.0% | +5.1% |
| 1Y | +3.7% | +14.5% | -10.8% | +5.8% |
| All | +3.7% | +11.0% | -7.3% | +5.8% |
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