+261.5%
PEP vs PM
+841.2%
-579.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +2.0% |
| 7D | +6.7% | -3.4% | +10.0% | +8.1% |
| 30D | +13.5% | +5.8% | +7.7% | +10.9% |
| 3M | +3.9% | +6.7% | -2.7% | +1.1% |
| 6M | -6.0% | +19.9% | -25.9% | -13.1% |
| YTD | +2.5% | +27.8% | -25.3% | -8.2% |
| 1Y | +3.9% | +39.4% | -35.4% | -10.3% |
| 3Y | -4.7% | +146.9% | -151.5% | -37.3% |
| 5Y | +1.1% | +166.6% | -165.5% | -36.6% |
| 10Y | +83.8% | +242.1% | -158.2% | -1.2% |
| All | +261.5% | +841.2% | -579.7% | +18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling