-17.6%
PEP vs SN
+490.7%
-508.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.6% |
| 7D | -1.4% | -9.3% | +7.9% | -1.2% |
| 30D | +0.2% | -4.8% | +5.0% | +0.3% |
| 3M | -1.1% | +40.4% | -41.5% | -2.0% |
| 6M | -13.5% | +50.9% | -64.4% | -14.4% |
| YTD | -1.2% | +54.9% | -56.1% | -2.4% |
| 1Y | -1.6% | +43.0% | -44.6% | -2.4% |
| 3Y | -12.5% | +391.8% | -404.3% | -17.7% |
| All | -17.6% | +490.7% | -508.3% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling