-4.1%
PEP vs SN
+431.1%
-435.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +4.6% | +7.6% | -2.9% | +4.4% |
| 30D | +14.0% | +22.4% | -8.4% | +13.5% |
| 3M | +5.4% | +21.7% | -16.3% | +4.9% |
| 6M | -5.1% | +102.8% | -108.0% | -6.6% |
| YTD | +3.1% | +102.4% | -99.3% | +1.4% |
| 1Y | +4.8% | +139.0% | -134.2% | +2.7% |
| 3Y | -4.1% | +440.4% | -444.5% | -10.6% |
| All | -4.1% | +431.1% | -435.2% | -10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling