-14.9%
PEP vs POET
+111.1%
-126.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.0% | +5.0% | -0.1% |
| 7D | -1.4% | +3.7% | -5.0% | -1.3% |
| 30D | -0.2% | -11.5% | +11.3% | -0.3% |
| 3M | -4.3% | -30.8% | +26.5% | -4.4% |
| 6M | -13.2% | +8.6% | -21.8% | -13.0% |
| YTD | -1.9% | +20.1% | -22.0% | -1.5% |
| 1Y | -0.3% | +35.7% | -36.0% | 0.0% |
| All | -14.9% | +111.1% | -126.0% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling