+4.7%
PEP vs PL
+82.7%
-77.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -1.4% | -9.3% | +7.9% | -1.5% |
| 30D | +0.2% | -18.9% | +19.2% | 0.0% |
| 3M | -1.1% | -58.4% | +57.3% | -1.7% |
| 6M | -13.5% | -30.3% | +16.8% | -13.7% |
| YTD | -1.2% | -8.1% | +6.9% | -1.3% |
| 1Y | -1.6% | +180.5% | -182.0% | -1.4% |
| 3Y | -12.5% | +444.1% | -456.7% | -13.8% |
| All | +4.7% | +82.7% | -77.9% | +5.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling