+75.7%
PEP vs QSR
+133.7%
-58.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -1.4% | -4.7% | +3.3% | -0.3% |
| 30D | -0.2% | +4.3% | -4.5% | -1.2% |
| 3M | -4.3% | +5.4% | -9.8% | -5.5% |
| 6M | -13.2% | +8.2% | -21.3% | -14.9% |
| YTD | -1.9% | +14.1% | -16.0% | -5.2% |
| 1Y | -0.3% | +28.1% | -28.4% | -6.4% |
| 3Y | -13.6% | +25.3% | -38.9% | -19.2% |
| 5Y | +3.4% | +40.4% | -37.0% | -6.6% |
| All | +75.7% | +133.7% | -58.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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