-3.4%
PEP vs SM
-3.9%
+0.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.4% | +2.2% |
| 7D | +2.9% | +9.4% | -6.5% | +2.9% |
| 30D | +12.5% | -14.4% | +26.9% | +12.6% |
| 3M | +4.5% | +1.6% | +3.0% | +4.4% |
| 6M | -0.5% | +6.3% | -6.8% | -0.8% |
| YTD | +4.4% | +78.8% | -74.4% | +2.4% |
| 1Y | +4.4% | +83.1% | -78.8% | +2.3% |
| 3Y | -3.4% | -5.9% | +2.5% | -9.3% |
| All | -3.4% | -3.9% | +0.5% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling