+80.3%
PEP vs PM
+228.8%
-148.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.3% |
| 7D | +1.0% | -7.3% | +8.3% | +3.9% |
| 30D | +12.6% | -4.0% | +16.6% | +14.2% |
| 3M | +3.1% | +2.7% | +0.4% | +1.9% |
| 6M | -6.3% | +14.9% | -21.1% | -11.5% |
| YTD | +1.9% | +23.5% | -21.7% | -7.0% |
| 1Y | +3.3% | +30.4% | -27.1% | -7.8% |
| 3Y | -4.8% | +143.2% | -148.1% | -36.7% |
| 5Y | +2.0% | +159.5% | -157.4% | -35.2% |
| 10Y | +80.3% | +234.7% | -154.3% | -7.6% |
| All | +80.3% | +228.8% | -148.4% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling