+80.3%
PEP vs P
+748.5%
-668.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.3% | -5.9% | +0.2% |
| 7D | +1.0% | -9.6% | +10.7% | +1.3% |
| 30D | +12.6% | -33.4% | +46.1% | +13.9% |
| 3M | +3.1% | +14.2% | -11.1% | +2.0% |
| 6M | -6.3% | +31.6% | -37.9% | -8.2% |
| YTD | +1.9% | +53.5% | -51.6% | -1.3% |
| 1Y | +3.3% | +14.2% | -10.9% | +1.3% |
| 3Y | -4.8% | +190.5% | -195.4% | -15.4% |
| 5Y | +2.0% | +256.3% | -254.3% | -12.7% |
| 10Y | +80.3% | +707.9% | -627.5% | +34.7% |
| All | +80.3% | +748.5% | -668.2% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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