-10.6%
PEP vs SNDQ
-95.1%
+84.5%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.1% | -0.5% |
| 7D | -1.0% | +11.6% | -12.6% | -1.5% |
| 30D | -0.7% | -45.1% | +44.4% | +1.3% |
| 3M | -4.1% | -68.6% | +64.5% | -4.2% |
| All | -10.6% | -95.1% | +84.5% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDQ.
Daily Out/Under-Performance
Portfolio return minus SNDQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDQ 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 SNDQ 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 · Available span rolling