+4.4%
PEP vs SU
+230.1%
-225.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +2.9% | +1.7% | +1.2% | +2.8% |
| 30D | +12.5% | -7.9% | +20.4% | +12.8% |
| 3M | +4.5% | +7.5% | -3.0% | +4.1% |
| 6M | -0.5% | +7.2% | -7.7% | -1.0% |
| YTD | +4.4% | +60.9% | -56.5% | +1.7% |
| 1Y | +4.4% | +63.6% | -59.3% | +1.6% |
| 3Y | -3.4% | +128.9% | -132.3% | -8.2% |
| All | +4.4% | +230.1% | -225.6% | -3.7% |
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