+3.7%
PEP vs SMR
-87.0%
+90.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.5% | +8.2% | +3.6% |
| 7D | +7.4% | -9.5% | +16.9% | +7.0% |
| 30D | +13.3% | -33.2% | +46.5% | +11.9% |
| 3M | +3.5% | -45.9% | +49.4% | +1.7% |
| 6M | -5.9% | -57.9% | +52.0% | -7.7% |
| YTD | +2.3% | -63.8% | +66.1% | +0.2% |
| 1Y | +3.7% | -85.6% | +89.3% | +0.1% |
| All | +3.7% | -87.0% | +90.7% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling