+3.5%
PEP vs PL
+8.6%
-5.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +14.5% | -14.1% | +1.0% |
| 7D | +1.0% | +10.9% | -9.8% | +1.6% |
| 30D | +12.6% | -16.4% | +29.0% | +12.2% |
| 3M | +3.1% | -39.9% | +43.1% | +1.7% |
| 6M | -6.3% | -63.2% | +56.9% | -8.4% |
| YTD | +1.9% | -27.1% | +29.0% | +1.8% |
| All | +3.5% | +8.6% | -5.1% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling