+248.6%
PEP vs PM
+752.6%
-504.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.1% |
| 7D | -1.4% | -4.9% | +3.5% | +0.6% |
| 30D | +0.2% | -3.4% | +3.6% | +1.6% |
| 3M | -1.1% | +5.2% | -6.3% | -3.3% |
| 6M | -13.5% | +3.7% | -17.2% | -15.4% |
| YTD | -1.2% | +15.8% | -16.9% | -7.8% |
| 1Y | -1.6% | +17.4% | -18.9% | -8.9% |
| 3Y | -12.5% | +116.9% | -129.4% | -39.3% |
| 5Y | +3.0% | +117.3% | -114.3% | -29.6% |
| 10Y | +73.9% | +193.8% | -119.8% | -0.4% |
| All | +248.6% | +752.6% | -504.0% | +18.5% |
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