+80.3%
PEP vs SM
+4.9%
+75.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.4% |
| 7D | +1.0% | -22.3% | +23.3% | +1.5% |
| 30D | +12.6% | -21.4% | +34.0% | +13.1% |
| 3M | +3.1% | +1.4% | +1.8% | +3.0% |
| 6M | -6.3% | +0.1% | -6.4% | -6.5% |
| YTD | +1.9% | +59.0% | -57.1% | +0.4% |
| 1Y | +3.3% | +64.3% | -61.1% | +1.7% |
| 3Y | -4.8% | -13.1% | +8.3% | -5.6% |
| 5Y | +2.0% | -13.9% | +15.9% | +0.6% |
| 10Y | +80.3% | +1.7% | +78.6% | +56.7% |
| All | +80.3% | +4.9% | +75.4% | +56.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling