+75.3%
PEP vs POET
+30.3%
+44.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.6% | -4.8% | -0.3% |
| 7D | -1.0% | +0.4% | -1.3% | -1.0% |
| 30D | -0.7% | -10.4% | +9.7% | -0.6% |
| 3M | -4.1% | -29.3% | +25.2% | -4.0% |
| 6M | -13.1% | +6.9% | -19.9% | -13.7% |
| YTD | -2.1% | +25.6% | -27.7% | -3.1% |
| 1Y | -1.7% | +49.2% | -50.8% | -3.1% |
| 3Y | -15.1% | +128.4% | -143.5% | -18.2% |
| 5Y | +3.1% | -4.2% | +7.3% | 0.0% |
| All | +75.3% | +30.3% | +44.9% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside POET.
Daily Out/Under-Performance
Portfolio return minus POET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × POET 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 10y: compounded portfolio wealth divided by compounded POET 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…
10y analysis · Full analysis span regression · 6 months rolling