+3.2%
PEP vs PNR
-20.5%
+23.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.6% | -1.0% |
| 7D | -1.7% | -3.9% | +2.2% | -1.2% |
| 30D | +0.3% | -13.8% | +14.1% | +2.3% |
| 3M | -3.2% | -22.5% | +19.3% | -0.3% |
| 6M | -13.6% | -37.2% | +23.6% | -8.6% |
| YTD | -1.9% | -44.2% | +42.4% | +5.3% |
| 1Y | -0.6% | -46.6% | +46.0% | +7.2% |
| 3Y | -13.6% | -12.5% | -1.1% | -15.1% |
| 5Y | +3.2% | -19.3% | +22.6% | +1.2% |
| All | +3.2% | -20.5% | +23.7% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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