-4.8%
PEP vs NET
+314.6%
-319.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.3% | +3.6% |
| 7D | +7.4% | -16.4% | +23.7% | +6.4% |
| 30D | +13.3% | -25.8% | +39.2% | +11.7% |
| 3M | +3.5% | -11.5% | +15.0% | +3.1% |
| 6M | -5.9% | +18.9% | -24.8% | -4.4% |
| YTD | +2.3% | +35.2% | -33.0% | +5.1% |
| 1Y | +3.7% | +14.5% | -10.8% | +5.8% |
| All | -4.8% | +314.6% | -319.4% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling