-4.6%
PEP vs PL
+403.1%
-407.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.1% | +10.3% | -0.1% |
| 7D | +6.7% | -20.5% | +27.2% | +6.1% |
| 30D | +13.5% | -38.8% | +52.3% | +12.3% |
| 3M | +3.9% | -49.1% | +53.1% | +2.4% |
| 6M | -6.0% | -69.4% | +63.4% | -8.0% |
| YTD | +2.5% | -42.3% | +44.8% | +1.7% |
| 1Y | +3.9% | -14.2% | +18.1% | +4.0% |
| All | -4.6% | +403.1% | -407.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling