+4.4%
PEP vs O
+7.0%
-2.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +3.0% | +2.6% |
| 7D | +2.9% | -0.4% | +3.3% | +3.1% |
| 30D | +12.5% | +7.1% | +5.4% | +9.3% |
| 3M | +4.5% | -5.2% | +9.8% | +6.8% |
| 6M | -0.5% | -1.8% | +1.3% | +0.3% |
| YTD | +4.4% | +9.1% | -4.6% | +0.8% |
| 1Y | +4.4% | +9.7% | -5.3% | +0.5% |
| 3Y | -3.4% | +39.1% | -42.5% | -15.5% |
| All | +4.4% | +7.0% | -2.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling