-11.9%
PEP vs RF
+86.8%
-98.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.4% | +1.3% | -2.7% | -1.5% |
| 30D | +0.2% | -3.6% | +3.8% | +0.5% |
| 3M | -1.1% | +8.1% | -9.2% | -1.6% |
| 6M | -13.5% | +11.5% | -25.0% | -14.1% |
| YTD | -1.2% | +15.6% | -16.8% | -2.1% |
| 1Y | -1.6% | +15.7% | -17.2% | -2.5% |
| All | -11.9% | +86.8% | -98.7% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling