-13.8%
PEP vs SN
+673.1%
-687.0%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +1.1% | +3.5% | -2.4% | +1.0% |
| 30D | +13.6% | +19.4% | -5.8% | +13.1% |
| 3M | +5.1% | +20.9% | -15.8% | +4.6% |
| 6M | -1.6% | +111.1% | -112.7% | -3.4% |
| YTD | +3.3% | +102.8% | -99.5% | +1.4% |
| 1Y | +3.2% | +146.2% | -142.9% | +0.9% |
| 3Y | -3.9% | +441.4% | -445.3% | -9.7% |
| All | -13.8% | +673.1% | -687.0% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling