+3.3%
PEP vs SM
-12.4%
+15.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.3% |
| 7D | +6.7% | -25.1% | +31.8% | +7.1% |
| 30D | +13.5% | -15.6% | +29.1% | +13.7% |
| 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% | +0.7% |
| 1Y | +3.9% | +71.4% | -67.4% | +2.1% |
| 3Y | -4.7% | -20.7% | +16.1% | -6.2% |
| All | +3.3% | -12.4% | +15.7% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling