+2.5%
PEP vs SM
+78.0%
-75.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.3% | -1.1% |
| 7D | -0.3% | +10.6% | -10.9% | -0.1% |
| 30D | +11.8% | -15.0% | +26.7% | +11.5% |
| 3M | +3.7% | +1.7% | +2.0% | +3.5% |
| 6M | -4.3% | +5.9% | -10.2% | -4.7% |
| YTD | +2.1% | +79.0% | -76.9% | -5.9% |
| 1Y | +2.5% | +84.7% | -82.1% | -6.0% |
| All | +2.5% | +78.0% | -75.4% | -6.0% |
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