+3,137.7%
PEP vs NTRS
+7,612.4%
-4,474.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -1.7% | +0.9% | -2.5% | -1.9% |
| 30D | +0.3% | -1.2% | +1.5% | +0.5% |
| 3M | -3.2% | +8.8% | -12.0% | -5.1% |
| 6M | -13.6% | +34.7% | -48.3% | -19.3% |
| YTD | -1.9% | +37.2% | -39.1% | -9.0% |
| 1Y | -0.6% | +46.3% | -46.9% | -9.3% |
| 3Y | -13.6% | +163.2% | -176.8% | -31.8% |
| 5Y | +3.2% | +86.9% | -83.7% | -13.9% |
| 10Y | +79.1% | +250.9% | -171.8% | +24.9% |
| All | +3,137.7% | +7,612.4% | -4,474.8% | +631.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling