+95.5%
PEP vs NI
+197.8%
-102.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.5% | +1.7% | +2.0% |
| 7D | +2.9% | +4.3% | -1.4% | +1.0% |
| 30D | +12.5% | +12.4% | +0.1% | +6.8% |
| 3M | +4.5% | +10.2% | -5.6% | 0.0% |
| 6M | -0.5% | -0.8% | +0.3% | -0.4% |
| YTD | +4.4% | +13.2% | -8.8% | -1.8% |
| 1Y | +4.4% | +10.1% | -5.7% | -0.7% |
| 3Y | -3.4% | +103.1% | -106.5% | -32.4% |
| 5Y | +5.2% | +115.5% | -110.4% | -30.0% |
| All | +95.5% | +197.8% | -102.3% | +11.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling