+3.7%
PEP vs PM
+48.8%
-45.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.6% | +2.2% | +3.3% |
| 7D | +7.4% | +4.3% | +3.1% | +6.2% |
| 30D | +13.3% | +11.5% | +1.9% | +10.0% |
| 3M | +3.5% | +13.0% | -9.6% | +0.1% |
| 6M | -5.9% | +25.9% | -31.8% | -10.7% |
| YTD | +2.3% | +34.0% | -31.7% | -3.1% |
| 1Y | +3.7% | +46.9% | -43.2% | -2.6% |
| All | +3.7% | +48.8% | -45.1% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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