+81.9%
PEP vs PM
+241.9%
-160.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +1.9% |
| 7D | +6.7% | -3.4% | +10.0% | +8.0% |
| 30D | +13.5% | +5.8% | +7.7% | +11.0% |
| 3M | +3.9% | +7.6% | -3.6% | +0.9% |
| 6M | -6.0% | +20.9% | -26.9% | -12.9% |
| YTD | +2.5% | +28.9% | -26.4% | -7.9% |
| 1Y | +3.9% | +40.6% | -36.6% | -9.8% |
| 3Y | -4.7% | +149.0% | -153.7% | -37.1% |
| 5Y | +1.1% | +168.9% | -167.8% | -36.6% |
| All | +81.9% | +241.9% | -160.0% | -5.7% |
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