+98.9%
PEP vs P
+485.4%
-386.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.0% | -0.7% |
| 7D | -1.4% | +6.5% | -7.9% | -1.6% |
| 30D | +0.2% | +18.8% | -18.6% | -0.5% |
| 3M | -1.1% | +26.7% | -27.9% | -2.3% |
| 6M | -13.5% | +62.2% | -75.7% | -15.8% |
| YTD | -1.2% | +48.5% | -49.7% | -3.6% |
| 1Y | -1.6% | +26.4% | -27.9% | -3.7% |
| 3Y | -12.5% | +159.4% | -171.9% | -20.6% |
| 5Y | +3.0% | +275.8% | -272.8% | -11.0% |
| 10Y | +73.9% | +732.0% | -658.1% | +35.1% |
| All | +98.9% | +485.4% | -386.5% | +55.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling