-6.0%
PEP vs NXT
+228.5%
-234.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.7% | +6.9% | +0.2% |
| 7D | +6.7% | +24.7% | -18.1% | +6.8% |
| 30D | +13.5% | +13.0% | +0.5% | +13.6% |
| 3M | +3.9% | -0.2% | +4.2% | +3.9% |
| 6M | -6.0% | -19.3% | +13.3% | -6.0% |
| YTD | +2.5% | +14.3% | -11.9% | +2.1% |
| 1Y | +3.9% | -11.0% | +14.9% | +3.8% |
| 3Y | -4.7% | +167.8% | -172.4% | -7.4% |
| All | -6.0% | +228.5% | -234.6% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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