+1,542.6%
PEP vs SM
+1,289.1%
+253.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.4% |
| 7D | +6.7% | -25.1% | +31.8% | +7.9% |
| 30D | +13.5% | -15.6% | +29.1% | +14.2% |
| 3M | +3.9% | +2.7% | +1.2% | +3.6% |
| 6M | -6.0% | -3.8% | -2.1% | -6.2% |
| YTD | +2.5% | +61.8% | -59.4% | -0.4% |
| 1Y | +3.9% | +71.4% | -67.4% | +0.8% |
| 3Y | -4.7% | -20.7% | +16.1% | -5.4% |
| 5Y | +1.1% | -11.5% | +12.6% | -1.7% |
| 10Y | +83.8% | +10.2% | +73.6% | +56.9% |
| All | +1,542.6% | +1,289.1% | +253.6% | +1,008.5% |
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