-12.5%
PEP vs SITM
+409.8%
-422.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.5% |
| 7D | +0.1% | +8.4% | -8.3% | +0.4% |
| 30D | +0.7% | -17.4% | +18.1% | +0.1% |
| 3M | -0.5% | -9.8% | +9.3% | -0.4% |
| 6M | -11.3% | +83.0% | -94.3% | -9.5% |
| YTD | -0.6% | +69.6% | -70.2% | +1.4% |
| 1Y | +1.7% | +144.9% | -143.2% | +5.0% |
| 3Y | -12.5% | +429.9% | -442.3% | -9.4% |
| All | -12.5% | +409.8% | -422.3% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling