+4.0%
PEP vs PWR
+427.2%
-423.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.0% | +0.3% |
| 7D | +1.1% | +4.7% | -3.7% | +1.2% |
| 30D | +13.6% | -12.5% | +26.1% | +13.5% |
| 3M | +5.1% | -9.3% | +14.4% | +5.1% |
| 6M | -1.6% | -22.2% | +20.6% | -1.3% |
| YTD | +3.3% | +44.2% | -40.8% | +2.2% |
| 1Y | +3.2% | +35.5% | -32.3% | +2.2% |
| 3Y | -3.9% | +250.4% | -254.3% | -12.7% |
| 5Y | +4.0% | +425.6% | -421.6% | -8.7% |
| All | +4.0% | +427.2% | -423.1% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling