+3.7%
PEP vs NI
+9.5%
-5.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.5% | +2.3% | +3.3% |
| 7D | +7.4% | +3.9% | +3.4% | +6.2% |
| 30D | +13.3% | +15.3% | -1.9% | +9.2% |
| 3M | +3.5% | +2.4% | +1.1% | +2.9% |
| 6M | -5.9% | -4.5% | -1.4% | -4.6% |
| YTD | +2.3% | +11.4% | -9.1% | +1.0% |
| 1Y | +3.7% | +8.5% | -4.8% | +3.2% |
| All | +3.7% | +9.5% | -5.8% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 NI 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