+3,159.9%
PEP vs NI
+5,092.7%
-1,932.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | -0.5% |
| 7D | -1.4% | +2.0% | -3.4% | -2.0% |
| 30D | +0.2% | -3.5% | +3.8% | +1.3% |
| 3M | -1.1% | -9.1% | +8.0% | +1.8% |
| 6M | -13.5% | -11.8% | -1.6% | -10.2% |
| YTD | -1.2% | +1.1% | -2.3% | -1.8% |
| 1Y | -1.6% | +6.7% | -8.3% | -4.0% |
| 3Y | -12.5% | +71.1% | -83.6% | -27.1% |
| 5Y | +3.0% | +94.3% | -91.3% | -18.0% |
| 10Y | +73.9% | +135.8% | -61.9% | +29.4% |
| All | +3,159.9% | +5,092.7% | -1,932.7% | +742.3% |
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