-15.1%
PEP vs SN
+681.9%
-697.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.6% | +0.3% |
| 7D | +1.0% | +7.6% | -6.6% | +0.8% |
| 30D | +12.6% | +24.1% | -11.4% | +12.0% |
| 3M | +3.1% | +23.7% | -20.6% | +2.6% |
| 6M | -6.3% | +105.5% | -111.8% | -7.9% |
| YTD | +1.9% | +105.1% | -103.2% | 0.0% |
| 1Y | +3.3% | +148.3% | -145.0% | +0.9% |
| 3Y | -4.8% | +438.7% | -443.5% | -10.5% |
| All | -15.1% | +681.9% | -697.0% | -20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling