+3.7%
PEP vs SM
+70.4%
-66.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -15.3% | +19.1% | +3.5% |
| 7D | +7.4% | -21.5% | +28.9% | +7.2% |
| 30D | +13.3% | -11.4% | +24.7% | +13.0% |
| 3M | +3.5% | +0.6% | +2.9% | +3.1% |
| 6M | -5.9% | +0.2% | -6.2% | -6.4% |
| YTD | +2.3% | +69.7% | -67.4% | -6.0% |
| 1Y | +3.7% | +71.6% | -67.9% | -4.7% |
| All | +3.7% | +70.4% | -66.7% | -4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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