-4.4%
PEP vs PM
+147.1%
-151.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | +1.1% | -7.1% | +8.1% | +2.7% |
| 30D | +13.6% | -2.8% | +16.4% | +14.3% |
| 3M | +5.1% | +6.3% | -1.2% | +3.7% |
| 6M | -1.6% | +9.6% | -11.3% | -3.6% |
| YTD | +3.3% | +25.6% | -22.3% | -1.2% |
| 1Y | +3.2% | +29.7% | -26.4% | -2.0% |
| All | -4.4% | +147.1% | -151.5% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling