+3,344.9%
PEP vs PNR
+4,177.9%
-833.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +12.5% | +31.7% | -19.2% | +7.2% |
| 3M | +4.5% | +2.6% | +1.9% | +3.8% |
| 6M | -0.5% | -6.4% | +5.9% | 0.0% |
| YTD | +4.4% | -33.4% | +37.9% | +10.6% |
| 1Y | +4.4% | -35.1% | +39.4% | +10.9% |
| 3Y | -3.4% | +17.1% | -20.5% | -8.3% |
| 5Y | +5.2% | -3.5% | +8.7% | +1.8% |
| 10Y | +92.1% | +100.2% | -8.0% | +60.0% |
| All | +3,344.9% | +4,177.9% | -833.0% | +1,611.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling