-6.2%
PEP vs Q
+71.3%
-77.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.5% |
| 7D | -1.4% | +0.2% | -1.6% | -1.4% |
| 30D | +0.2% | -11.1% | +11.4% | -0.6% |
| 3M | -1.1% | -22.1% | +21.0% | -2.5% |
| 6M | -13.5% | +0.5% | -14.0% | -14.3% |
| YTD | -1.2% | +47.8% | -49.0% | 0.0% |
| All | -6.2% | +71.3% | -77.5% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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