+4.8%
PEP vs SMR
-83.7%
+88.5%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.0% | +5.3% | +1.0% |
| 7D | +4.6% | -2.8% | +7.4% | +4.6% |
| 30D | +14.0% | -27.5% | +41.5% | +12.9% |
| 3M | +5.4% | -43.1% | +48.5% | +3.8% |
| 6M | -5.1% | -58.4% | +53.3% | -6.9% |
| YTD | +3.1% | -63.2% | +66.3% | +1.2% |
| 1Y | +4.8% | -81.6% | +86.4% | 0.0% |
| All | +4.8% | -83.7% | +88.5% | 0.0% |
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