+267.8%
PEP vs POET
-16.9%
+284.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | POET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.9% | -4.3% | +0.6% |
| 7D | +0.1% | +17.0% | -16.9% | 0.0% |
| 30D | +0.7% | -6.7% | +7.4% | +0.7% |
| 3M | -0.5% | -32.3% | +31.8% | -0.4% |
| 6M | -11.3% | +32.3% | -43.6% | -11.9% |
| YTD | -0.6% | +31.3% | -31.9% | -1.3% |
| 1Y | +1.7% | +55.3% | -53.7% | +0.6% |
| 3Y | -12.5% | +136.8% | -149.2% | -14.6% |
| 5Y | +3.9% | -2.2% | +6.1% | +1.7% |
| 10Y | +76.6% | +34.0% | +42.5% | +70.4% |
| All | +267.8% | -16.9% | +284.7% | +278.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling