+3.7%
PEP vs ON
+41.6%
-37.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.9% | +5.6% | +3.6% |
| 7D | +7.4% | -5.8% | +13.2% | +6.9% |
| 30D | +13.3% | -17.1% | +30.4% | +12.0% |
| 3M | +3.5% | -11.8% | +15.3% | +2.8% |
| 6M | -5.9% | -30.2% | +24.3% | -7.4% |
| YTD | +2.3% | +31.6% | -29.3% | +2.9% |
| 1Y | +3.7% | +47.6% | -43.9% | +5.3% |
| All | +3.7% | +41.6% | -37.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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