+4.7%
PEP vs PM
+119.0%
-114.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.1% |
| 7D | -1.4% | -4.9% | +3.5% | -0.1% |
| 30D | +0.2% | -3.4% | +3.6% | +1.1% |
| 3M | -1.1% | +5.2% | -6.3% | -2.4% |
| 6M | -13.5% | +3.7% | -17.2% | -14.5% |
| YTD | -1.2% | +15.8% | -16.9% | -5.2% |
| 1Y | -1.6% | +17.4% | -18.9% | -6.1% |
| 3Y | -12.5% | +116.9% | -129.4% | -33.4% |
| All | +4.7% | +119.0% | -114.2% | -22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling