-11.9%
PEP vs PR
+73.2%
-85.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.6% |
| 7D | -1.4% | +2.9% | -4.3% | -1.4% |
| 30D | +0.2% | +18.0% | -17.8% | +0.1% |
| 3M | -1.1% | +16.9% | -18.0% | -1.2% |
| 6M | -13.5% | +28.2% | -41.7% | -13.8% |
| YTD | -1.2% | +69.3% | -70.5% | -1.9% |
| 1Y | -1.6% | +69.5% | -71.1% | -2.1% |
| All | -11.9% | +73.2% | -85.1% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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