-13.5%
PEP vs P
+59.3%
-72.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.5% |
| 7D | -1.4% | +6.5% | -7.9% | -0.8% |
| 30D | +0.2% | +18.8% | -18.6% | +2.8% |
| 3M | -1.1% | +26.7% | -27.9% | +3.1% |
| 6M | -13.5% | +62.2% | -75.7% | -8.2% |
| All | -13.5% | +59.3% | -72.8% | -8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling