+76.6%
PEP vs SM
+12.3%
+64.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.5% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +0.7% | +31.5% | -30.9% | 0.0% |
| 3M | -0.5% | +17.3% | -17.9% | -1.0% |
| 6M | -11.3% | +48.5% | -59.8% | -12.3% |
| YTD | -0.6% | +106.3% | -106.9% | -2.4% |
| 1Y | +1.7% | +47.3% | -45.6% | +0.4% |
| 3Y | -12.5% | -1.4% | -11.0% | -13.3% |
| 5Y | +3.9% | +114.0% | -110.2% | +0.4% |
| 10Y | +76.6% | +12.5% | +64.1% | +53.9% |
| All | +76.6% | +12.3% | +64.2% | +53.9% |
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