+91.3%
PEP vs PWR
+1,857.9%
-1,766.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -0.3% | +19.1% | -19.4% | -1.8% |
| 30D | +11.8% | -12.0% | +23.8% | +12.6% |
| 3M | +3.7% | -10.6% | +14.2% | +4.2% |
| 6M | -4.3% | -20.8% | +16.5% | -2.9% |
| YTD | +2.1% | +43.7% | -41.6% | -4.2% |
| 1Y | +2.5% | +35.0% | -32.5% | -3.2% |
| 3Y | -5.0% | +249.4% | -254.4% | -25.8% |
| 5Y | +2.9% | +422.1% | -419.2% | -27.7% |
| All | +91.3% | +1,857.9% | -1,766.6% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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