+4.7%
PEP vs PWR
+443.9%
-439.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.4% | +3.6% | -5.0% | -1.4% |
| 30D | +0.2% | -8.6% | +8.8% | +0.2% |
| 3M | -1.1% | -13.2% | +12.0% | -1.0% |
| 6M | -13.5% | +9.9% | -23.4% | -13.9% |
| YTD | -1.2% | +48.0% | -49.2% | -2.3% |
| 1Y | -1.6% | +66.2% | -67.7% | -3.0% |
| 3Y | -12.5% | +195.1% | -207.6% | -18.4% |
| All | +4.7% | +443.9% | -439.1% | -8.4% |
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