+95.5%
PEP vs PWR
+1,844.4%
-1,748.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +2.9% | +11.3% | -8.4% | +2.0% |
| 30D | +12.5% | -8.9% | +21.4% | +13.0% |
| 3M | +4.5% | -10.5% | +15.0% | +5.0% |
| 6M | -0.5% | -22.2% | +21.7% | +1.2% |
| YTD | +4.4% | +42.7% | -38.3% | -2.0% |
| 1Y | +4.4% | +41.1% | -36.8% | -2.1% |
| 3Y | -3.4% | +242.7% | -246.1% | -24.3% |
| 5Y | +5.2% | +418.5% | -413.4% | -26.1% |
| All | +95.5% | +1,844.4% | -1,748.9% | -5.7% |
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