+4.4%
PEP vs SO
+79.0%
-74.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.0% | +1.7% |
| 7D | +2.9% | +1.4% | +1.5% | +2.3% |
| 30D | +12.5% | +4.7% | +7.8% | +10.1% |
| 3M | +4.5% | +1.7% | +2.8% | +3.6% |
| 6M | -0.5% | +2.2% | -2.6% | -1.5% |
| YTD | +4.4% | +10.0% | -5.5% | -0.3% |
| 1Y | +4.4% | +6.0% | -1.7% | +1.3% |
| 3Y | -3.4% | +54.1% | -57.5% | -20.9% |
| All | +4.4% | +79.0% | -74.6% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling