+104.9%
PEP vs QSR
+218.5%
-113.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +2.4% | -3.8% | -1.9% |
| 30D | +0.2% | +7.6% | -7.4% | -1.4% |
| 3M | -1.1% | +12.6% | -13.7% | -3.7% |
| 6M | -13.5% | +14.4% | -27.9% | -16.2% |
| YTD | -1.2% | +19.6% | -20.8% | -5.3% |
| 1Y | -1.6% | +33.9% | -35.4% | -8.1% |
| 3Y | -12.5% | +27.1% | -39.6% | -18.1% |
| 5Y | +3.0% | +48.5% | -45.5% | -7.4% |
| 10Y | +73.9% | +126.2% | -52.3% | +40.1% |
| All | +104.9% | +218.5% | -113.6% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling