+83.4%
PEP vs PR
+169.5%
-86.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.7% |
| 7D | -1.4% | +2.9% | -4.3% | -1.4% |
| 30D | +0.2% | +18.0% | -17.8% | +0.4% |
| 3M | -1.1% | +16.9% | -18.0% | -1.0% |
| 6M | -13.5% | +28.2% | -41.7% | -13.3% |
| YTD | -1.2% | +69.3% | -70.5% | -0.8% |
| 1Y | -1.6% | +69.5% | -71.1% | -1.1% |
| 3Y | -12.5% | +81.7% | -94.2% | -12.0% |
| 5Y | +3.0% | +422.2% | -419.2% | +5.3% |
| 10Y | +73.9% | +110.4% | -36.4% | +89.9% |
| All | +83.4% | +169.5% | -86.0% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling