+4.6%
PEP vs NI
+96.2%
-91.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.2% |
| 7D | +0.1% | +2.3% | -2.2% | -0.7% |
| 30D | +0.7% | -1.7% | +2.3% | +1.2% |
| 3M | -0.5% | -8.0% | +7.5% | +2.3% |
| 6M | -11.3% | -8.6% | -2.7% | -8.7% |
| YTD | -0.6% | +2.3% | -2.9% | -1.7% |
| 1Y | +1.7% | +6.9% | -5.3% | -1.4% |
| 3Y | -12.5% | +70.6% | -83.0% | -30.1% |
| All | +4.6% | +96.2% | -91.7% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling