-0.3%
PEP vs SITM
+140.9%
-141.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | +0.1% |
| 7D | -1.4% | +4.8% | -6.2% | -1.1% |
| 30D | -0.2% | -9.7% | +9.5% | -0.7% |
| 3M | -4.3% | -9.3% | +5.0% | -4.1% |
| 6M | -13.2% | +69.5% | -82.7% | -11.1% |
| YTD | -1.9% | +70.5% | -72.4% | +1.1% |
| 1Y | -0.3% | +145.3% | -145.6% | +6.1% |
| All | -0.3% | +140.9% | -141.2% | +6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling