+3,280.3%
PEP vs SO
+6,337.0%
-3,056.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | +13.5% | +9.2% | +4.3% | +9.6% |
| 3M | +3.9% | +1.1% | +2.8% | +3.4% |
| 6M | -6.0% | -1.1% | -4.9% | -5.7% |
| YTD | +2.5% | +9.7% | -7.2% | -1.4% |
| 1Y | +3.9% | +5.5% | -1.5% | +1.5% |
| 3Y | -4.7% | +47.0% | -51.7% | -18.7% |
| 5Y | +1.1% | +77.6% | -76.5% | -20.5% |
| 10Y | +83.8% | +181.0% | -97.2% | +20.6% |
| All | +3,280.3% | +6,337.0% | -3,056.8% | +523.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling