+90.1%
PEP vs RF
+241.0%
-150.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | +1.1% | -1.3% | +2.4% | +1.3% |
| 30D | +13.6% | +4.6% | +9.0% | +12.9% |
| 3M | +5.1% | -8.4% | +13.6% | +6.4% |
| 6M | -1.6% | +8.9% | -10.5% | -2.9% |
| YTD | +3.3% | +8.8% | -5.5% | +1.8% |
| 1Y | +3.2% | +18.9% | -15.7% | +0.4% |
| 3Y | -3.9% | +116.0% | -119.9% | -15.7% |
| 5Y | +4.0% | +46.0% | -42.0% | -4.5% |
| 10Y | +90.1% | +231.7% | -141.6% | +50.9% |
| All | +90.1% | +241.0% | -150.9% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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