+27.5%
PEP vs U
-43.0%
+70.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.6% |
| 7D | +0.1% | +4.5% | -4.4% | 0.0% |
| 30D | +0.7% | -0.6% | +1.2% | +0.7% |
| 3M | -0.5% | +48.4% | -49.0% | -1.1% |
| 6M | -11.3% | +115.4% | -126.7% | -12.3% |
| YTD | -0.6% | -3.2% | +2.6% | -0.7% |
| 1Y | +1.7% | -6.0% | +7.7% | +1.5% |
| 3Y | -12.5% | +13.5% | -25.9% | -14.0% |
| 5Y | +3.9% | -68.0% | +71.9% | +1.1% |
| All | +27.5% | -43.0% | +70.5% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded U 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling