-2.6%
PEP vs SN
+46.4%
-49.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.7% |
| 7D | -2.4% | -9.3% | +6.9% | -2.4% |
| 30D | -0.8% | -4.8% | +4.0% | -0.8% |
| 3M | -2.2% | +40.4% | -42.6% | -2.1% |
| 6M | -14.4% | +50.9% | -65.3% | -14.2% |
| YTD | -2.2% | +54.9% | -57.2% | -2.2% |
| 1Y | -2.6% | +43.0% | -45.6% | -1.4% |
| All | -2.6% | +46.4% | -49.0% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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