+3.2%
PEP vs QSR
+43.4%
-40.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -1.7% | -2.4% | +0.7% | -1.1% |
| 30D | +0.3% | +5.7% | -5.4% | -1.1% |
| 3M | -3.2% | +6.9% | -10.2% | -4.9% |
| 6M | -13.6% | +6.9% | -20.4% | -15.2% |
| YTD | -1.9% | +14.9% | -16.8% | -5.6% |
| 1Y | -0.6% | +29.1% | -29.7% | -7.6% |
| 3Y | -13.6% | +26.1% | -39.7% | -20.3% |
| 5Y | +3.2% | +42.3% | -39.1% | -11.1% |
| All | +3.2% | +43.4% | -40.2% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling