+27.0%
PEP vs SITM
+4,789.7%
-4,762.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.8% | -0.3% |
| 7D | -1.0% | +3.9% | -4.8% | -1.0% |
| 30D | -0.7% | -6.6% | +5.9% | -0.6% |
| 3M | -4.1% | -11.9% | +7.7% | -4.1% |
| 6M | -13.1% | +81.1% | -94.2% | -15.0% |
| YTD | -2.1% | +80.0% | -82.1% | -4.4% |
| 1Y | -1.7% | +145.8% | -147.5% | -5.2% |
| 3Y | -15.1% | +475.9% | -491.0% | -22.9% |
| 5Y | +3.1% | +189.2% | -186.1% | -6.6% |
| All | +27.0% | +4,789.7% | -4,762.7% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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