+3,159.9%
PEP vs SU
+60,256.6%
-57,096.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -1.4% | +3.6% | -5.0% | -1.4% |
| 30D | +0.2% | +7.9% | -7.6% | +0.2% |
| 3M | -1.1% | +3.5% | -4.6% | -1.1% |
| 6M | -13.5% | +19.0% | -32.4% | -13.5% |
| YTD | -1.2% | +55.0% | -56.1% | -1.2% |
| 1Y | -1.6% | +71.2% | -72.8% | -1.6% |
| 3Y | -12.5% | +117.4% | -129.9% | -12.5% |
| 5Y | +3.0% | +335.2% | -332.1% | +3.0% |
| 10Y | +73.9% | +248.7% | -174.8% | +73.8% |
| All | +3,159.9% | +60,256.6% | -57,096.7% | +3,217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling