-9.4%
PEP vs NXT
+178.8%
-188.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -0.7% |
| 7D | -1.4% | -1.1% | -0.3% | -1.4% |
| 30D | +0.2% | -15.3% | +15.6% | +0.2% |
| 3M | -1.1% | -43.8% | +42.7% | -1.1% |
| 6M | -13.5% | -18.7% | +5.2% | -13.7% |
| YTD | -1.2% | -3.0% | +1.8% | -1.6% |
| 1Y | -1.6% | +22.7% | -24.3% | -2.3% |
| 3Y | -12.5% | +95.9% | -108.4% | -15.4% |
| All | -9.4% | +178.8% | -188.2% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling