+2.9%
PEP vs PNR
-2.0%
+4.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | -0.3% | -2.3% | +2.0% | 0.0% |
| 30D | +11.8% | +29.3% | -17.5% | +7.9% |
| 3M | +3.7% | +4.1% | -0.4% | +3.0% |
| 6M | -4.3% | -8.6% | +4.3% | -3.6% |
| YTD | +2.1% | -33.6% | +35.7% | +7.0% |
| 1Y | +2.5% | -36.4% | +38.9% | +8.1% |
| 3Y | -5.0% | +15.1% | -20.1% | -10.8% |
| 5Y | +2.9% | -3.8% | +6.6% | +0.6% |
| All | +2.9% | -2.0% | +4.9% | +0.6% |
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