+2.9%
PEP vs NTRS
+93.2%
-90.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.3% |
| 7D | -1.0% | +1.4% | -2.3% | -1.1% |
| 30D | -0.7% | -0.7% | 0.0% | -0.6% |
| 3M | -4.1% | +11.3% | -15.5% | -5.3% |
| 6M | -13.1% | +35.5% | -48.6% | -16.1% |
| YTD | -2.1% | +40.6% | -42.7% | -6.2% |
| 1Y | -1.7% | +49.2% | -50.9% | -6.6% |
| 3Y | -15.1% | +167.2% | -182.3% | -26.8% |
| All | +2.9% | +93.2% | -90.3% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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