+1,484.2%
PEP vs SM
+1,608.3%
-124.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.5% |
| 7D | -1.4% | +0.1% | -1.5% | -1.4% |
| 30D | +0.2% | +26.3% | -26.1% | -0.8% |
| 3M | -1.1% | +8.7% | -9.8% | -1.7% |
| 6M | -13.5% | +51.7% | -65.2% | -15.4% |
| YTD | -1.2% | +99.0% | -100.2% | -4.6% |
| 1Y | -1.6% | +34.6% | -36.1% | -3.5% |
| 3Y | -12.5% | -7.8% | -4.8% | -13.7% |
| 5Y | +3.0% | +104.8% | -101.7% | -3.6% |
| 10Y | +73.9% | +7.2% | +66.7% | +49.3% |
| All | +1,484.2% | +1,608.3% | -124.1% | +961.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling