+14.8%
PEP vs S
-49.1%
+63.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +4.6% | +1.4% | +3.2% | +4.6% |
| 30D | +14.0% | -10.8% | +24.8% | +14.0% |
| 3M | +5.4% | +5.4% | 0.0% | +5.3% |
| 6M | -5.1% | +41.2% | -46.4% | -5.3% |
| YTD | +3.1% | +56.2% | -53.1% | +2.8% |
| 1Y | +4.8% | +36.3% | -31.5% | +4.6% |
| 3Y | -4.1% | +49.4% | -53.6% | -4.9% |
| 5Y | +3.0% | -66.9% | +69.8% | +2.0% |
| All | +14.8% | -49.1% | +63.8% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling