+6.3%
PEP vs SKUU
-47.4%
+53.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -10.4% | +14.1% | +3.1% |
| 7D | +7.4% | -25.6% | +33.0% | +5.8% |
| 30D | +13.3% | -49.6% | +62.9% | +10.3% |
| 3M | +3.5% | -26.8% | +30.3% | +3.3% |
| All | +6.3% | -47.4% | +53.7% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SKUU.
Daily Out/Under-Performance
Portfolio return minus SKUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKUU 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 SKUU 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 · Available span rolling