-10.3%
PEP vs SNDQ
-95.7%
+85.4%
-14.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.9% | -1.1% |
| 7D | -1.7% | -26.2% | +24.5% | -0.5% |
| 30D | +0.3% | -60.2% | +60.5% | +3.8% |
| 3M | -3.2% | -80.4% | +77.2% | -1.6% |
| All | -10.3% | -95.7% | +85.4% | -5.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling