+4.4%
PEP vs SMR
-81.8%
+86.1%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.3% | +5.6% | +2.1% |
| 7D | +2.9% | -8.3% | +11.2% | +2.6% |
| 30D | +12.5% | -20.1% | +32.6% | +11.7% |
| 3M | +4.5% | -52.7% | +57.2% | +2.3% |
| 6M | -0.5% | -61.0% | +60.5% | -2.6% |
| YTD | +4.4% | -67.1% | +71.5% | +2.0% |
| 1Y | +4.4% | -79.9% | +84.2% | -0.2% |
| All | +4.4% | -81.8% | +86.1% | -0.2% |
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