+10.6%
PEP vs S
-57.8%
+68.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | +0.1% | -5.8% | +5.9% | +0.1% |
| 30D | +0.7% | -9.2% | +9.9% | +0.7% |
| 3M | -0.5% | +23.4% | -23.9% | -0.7% |
| 6M | -11.3% | +36.9% | -48.2% | -11.5% |
| YTD | -0.6% | +29.5% | -30.1% | -0.8% |
| 1Y | +1.7% | +5.4% | -3.8% | +1.7% |
| 3Y | -12.5% | +14.7% | -27.2% | -13.0% |
| 5Y | +3.9% | -71.5% | +75.4% | +2.6% |
| All | +10.6% | -57.8% | +68.4% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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