+1,804.1%
PEP vs O
+5,387.7%
-3,583.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -1.4% | -0.7% | -0.7% | -1.2% |
| 30D | +0.2% | -1.9% | +2.1% | +0.7% |
| 3M | -1.1% | +3.8% | -5.0% | -2.0% |
| 6M | -13.5% | -4.7% | -8.7% | -12.5% |
| YTD | -1.2% | +12.5% | -13.7% | -3.9% |
| 1Y | -1.6% | +10.8% | -12.4% | -4.0% |
| 3Y | -12.5% | +28.8% | -41.3% | -18.0% |
| 5Y | +3.0% | +13.2% | -10.2% | -0.9% |
| 10Y | +73.9% | +53.5% | +20.5% | +52.1% |
| All | +1,804.1% | +5,387.7% | -3,583.6% | +680.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling