+18.4%
PEP vs PL
+41.8%
-23.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.2% |
| 7D | -0.3% | +22.3% | -22.6% | 0.0% |
| 30D | +11.8% | -8.3% | +20.1% | +11.7% |
| 3M | +3.7% | -43.3% | +46.9% | +3.2% |
| 6M | -4.3% | -65.8% | +61.5% | -5.0% |
| YTD | +2.1% | -29.5% | +31.7% | +1.8% |
| 1Y | +2.5% | +11.7% | -9.2% | +2.4% |
| 3Y | -5.0% | +540.6% | -545.6% | -7.1% |
| 5Y | +2.9% | +32.9% | -30.0% | +1.7% |
| All | +18.4% | +41.8% | -23.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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