+1,553.0%
PEP vs SM
+1,283.9%
+269.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.2% |
| 7D | +4.6% | -19.5% | +24.1% | +5.5% |
| 30D | +14.0% | -20.2% | +34.2% | +15.0% |
| 3M | +5.4% | -6.5% | +11.9% | +5.5% |
| 6M | -5.1% | +1.6% | -6.7% | -5.6% |
| YTD | +3.1% | +61.2% | -58.1% | +0.2% |
| 1Y | +4.8% | +65.4% | -60.6% | +1.7% |
| 3Y | -4.1% | -13.0% | +8.9% | -5.3% |
| 5Y | +3.0% | -4.3% | +7.2% | -0.2% |
| 10Y | +89.6% | +3.0% | +86.6% | +62.5% |
| All | +1,553.0% | +1,283.9% | +269.1% | +1,015.7% |
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