-14.9%
PEP vs QSR
+25.9%
-40.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -1.7% | -2.4% | +0.7% | -1.2% |
| 30D | +0.3% | +5.7% | -5.4% | -1.0% |
| 3M | -3.2% | +6.9% | -10.2% | -4.7% |
| 6M | -13.6% | +6.9% | -20.4% | -15.0% |
| YTD | -1.9% | +14.9% | -16.8% | -5.1% |
| 1Y | -0.6% | +29.1% | -29.7% | -6.9% |
| All | -14.9% | +25.9% | -40.8% | -22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling