+75.3%
PEP vs PBR
+697.0%
-621.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.2% |
| 7D | -1.0% | +5.4% | -6.3% | -1.5% |
| 30D | -0.7% | +22.9% | -23.5% | -2.7% |
| 3M | -4.1% | +19.6% | -23.8% | -6.0% |
| 6M | -13.1% | +16.5% | -29.5% | -14.7% |
| YTD | -2.1% | +86.7% | -88.8% | -8.5% |
| 1Y | -1.7% | +74.7% | -76.4% | -7.6% |
| 3Y | -15.1% | +102.6% | -117.7% | -22.2% |
| 5Y | +3.1% | +566.6% | -563.5% | -19.5% |
| All | +75.3% | +697.0% | -621.7% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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