+76.6%
PEP vs O
+50.0%
+26.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +0.1% | -0.6% | +0.7% | +0.3% |
| 30D | +0.7% | -2.0% | +2.6% | +1.4% |
| 3M | -0.5% | +3.0% | -3.5% | -1.5% |
| 6M | -11.3% | -3.6% | -7.7% | -10.2% |
| YTD | -0.6% | +12.1% | -12.7% | -4.5% |
| 1Y | +1.7% | +8.9% | -7.2% | -1.4% |
| 3Y | -12.5% | +30.3% | -42.8% | -20.8% |
| 5Y | +3.9% | +13.7% | -9.8% | -2.2% |
| 10Y | +76.6% | +50.3% | +26.3% | +49.9% |
| All | +76.6% | +50.0% | +26.5% | +49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling