-4.6%
PEP vs SO
+52.8%
-57.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +4.6% | -0.1% | +4.7% | +4.7% |
| 30D | +14.0% | +8.7% | +5.3% | +9.5% |
| 3M | +5.4% | +3.4% | +2.0% | +3.6% |
| 6M | -5.1% | +3.7% | -8.9% | -6.9% |
| YTD | +3.1% | +10.0% | -6.9% | -1.7% |
| 1Y | +4.8% | +6.6% | -1.8% | +1.3% |
| All | -4.6% | +52.8% | -57.4% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 SO 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