+3.3%
PEP vs ON
+5.1%
-1.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.6% | +11.8% | +0.3% |
| 7D | +6.7% | -16.3% | +22.9% | +6.9% |
| 30D | +13.5% | -27.0% | +40.5% | +13.9% |
| 3M | +3.9% | -18.1% | +22.0% | +4.1% |
| 6M | -6.0% | -38.6% | +32.6% | -5.7% |
| YTD | +2.5% | +16.4% | -13.9% | +0.2% |
| 1Y | +3.9% | +25.8% | -21.9% | +1.2% |
| 3Y | -4.7% | -7.7% | +3.0% | -7.5% |
| All | +3.3% | +5.1% | -1.8% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling