-3.4%
PEP vs PBR
+69.2%
-72.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.2% |
| 7D | +2.9% | -1.0% | +3.9% | +2.9% |
| 30D | +12.5% | -29.3% | +41.8% | +13.9% |
| 3M | +4.5% | +5.5% | -1.0% | +3.9% |
| 6M | -0.5% | -2.9% | +2.4% | -0.6% |
| YTD | +4.4% | +61.5% | -57.1% | +0.8% |
| 1Y | +4.4% | +46.9% | -42.5% | +1.3% |
| 3Y | -3.4% | +66.4% | -69.8% | -7.0% |
| All | -3.4% | +69.2% | -72.6% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling