+75.3%
PEP vs SU
+267.2%
-192.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.0% | +2.2% | -3.2% | -1.2% |
| 30D | -0.7% | +8.4% | -9.1% | -1.5% |
| 3M | -4.1% | +12.1% | -16.2% | -5.3% |
| 6M | -13.1% | +19.7% | -32.7% | -14.8% |
| YTD | -2.1% | +58.4% | -60.5% | -6.8% |
| 1Y | -1.7% | +67.2% | -68.9% | -6.9% |
| 3Y | -15.1% | +125.0% | -140.1% | -22.8% |
| 5Y | +3.1% | +355.1% | -351.9% | -15.6% |
| All | +75.3% | +267.2% | -192.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 10y: compounded portfolio wealth divided by compounded SU 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…
10y analysis · Full analysis span regression · 6 months rolling