+3,269.6%
PEP vs NI
+5,686.0%
-2,416.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.3% |
| 7D | -0.3% | +3.1% | -3.4% | -1.3% |
| 30D | +11.8% | +11.2% | +0.6% | +8.1% |
| 3M | +3.7% | +9.8% | -6.2% | +0.6% |
| 6M | -4.3% | -1.6% | -2.7% | -4.0% |
| YTD | +2.1% | +12.6% | -10.5% | -1.9% |
| 1Y | +2.5% | +7.8% | -5.3% | -0.2% |
| 3Y | -5.0% | +100.5% | -105.5% | -24.6% |
| 5Y | +2.9% | +114.4% | -111.6% | -20.7% |
| 10Y | +87.9% | +193.9% | -106.0% | +31.4% |
| All | +3,269.6% | +5,686.0% | -2,416.4% | +741.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling