-4.6%
PEP vs SM
-20.8%
+16.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.2% |
| 7D | +6.7% | -25.1% | +31.8% | +6.8% |
| 30D | +13.5% | -15.6% | +29.1% | +13.5% |
| 3M | +3.9% | +2.7% | +1.2% | +3.7% |
| 6M | -6.0% | -3.8% | -2.1% | -6.2% |
| YTD | +2.5% | +61.8% | -59.4% | +0.5% |
| 1Y | +3.9% | +71.4% | -67.4% | +1.9% |
| All | -4.6% | -20.8% | +16.2% | -9.9% |
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 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