+3.4%
PEP vs SU
+341.5%
-338.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.4% | +1.7% | -3.0% | -1.4% |
| 30D | -0.2% | +9.6% | -9.8% | -0.6% |
| 3M | -4.3% | +11.7% | -16.0% | -4.8% |
| 6M | -13.2% | +21.9% | -35.1% | -14.1% |
| YTD | -1.9% | +58.6% | -60.5% | -4.2% |
| 1Y | -0.3% | +66.5% | -66.9% | -2.9% |
| 3Y | -13.6% | +121.4% | -135.0% | -17.6% |
| 5Y | +3.4% | +355.7% | -352.3% | -4.4% |
| All | +3.4% | +341.5% | -338.1% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling