-1.6%
PEP vs O
+11.2%
-12.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.2% |
| 7D | -1.4% | -0.7% | -0.7% | -1.0% |
| 30D | +0.2% | -1.9% | +2.1% | +1.2% |
| 3M | -1.1% | +3.8% | -5.0% | -2.4% |
| 6M | -13.5% | -4.7% | -8.7% | -11.7% |
| YTD | -1.2% | +12.5% | -13.7% | -5.5% |
| 1Y | -1.6% | +10.8% | -12.4% | -5.7% |
| All | -1.6% | +11.2% | -12.8% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 1y: compounded portfolio wealth divided by compounded O 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…
1y analysis · Full analysis span regression · 6 months rolling