-4.8%
PEP vs SMR
+151.9%
-156.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +7.1% | -6.7% | +0.5% |
| 7D | +1.0% | +1.7% | -0.6% | +1.1% |
| 30D | +12.6% | -24.4% | +37.1% | +12.2% |
| 3M | +3.1% | -44.6% | +47.8% | +2.3% |
| 6M | -6.3% | -56.7% | +50.4% | -7.2% |
| YTD | +1.9% | -61.6% | +63.5% | +0.9% |
| 1Y | +3.3% | -82.1% | +85.3% | +1.3% |
| 3Y | -4.8% | +161.5% | -166.4% | -5.8% |
| All | -4.8% | +151.9% | -156.7% | -5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling