+506.6%
PEP vs PBR
+1,797.5%
-1,290.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.4% | +8.6% | -10.0% | -2.3% |
| 30D | +0.2% | +12.8% | -12.6% | -1.1% |
| 3M | -1.1% | +14.7% | -15.8% | -2.7% |
| 6M | -13.5% | +25.2% | -38.7% | -15.8% |
| YTD | -1.2% | +77.1% | -78.3% | -7.4% |
| 1Y | -1.6% | +69.6% | -71.1% | -7.5% |
| 3Y | -12.5% | +95.6% | -108.1% | -19.8% |
| 5Y | +3.0% | +501.8% | -498.7% | -18.3% |
| 10Y | +73.9% | +640.6% | -566.6% | +24.9% |
| All | +506.6% | +1,797.5% | -1,290.9% | +255.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling