+2.5%
PEP vs NI
+7.3%
-4.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -0.3% | +3.1% | -3.4% | -1.2% |
| 30D | +11.8% | +11.2% | +0.6% | +8.6% |
| 3M | +3.7% | +9.8% | -6.2% | +1.1% |
| 6M | -4.3% | -1.6% | -2.7% | -3.8% |
| YTD | +2.1% | +12.6% | -10.5% | +1.1% |
| 1Y | +2.5% | +7.8% | -5.3% | +1.8% |
| All | +2.5% | +7.3% | -4.8% | +1.8% |
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