+32.3%
PEP vs U
-32.9%
+65.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.2% |
| 7D | +4.6% | +24.4% | -19.7% | +4.3% |
| 30D | +14.0% | +7.4% | +6.6% | +13.9% |
| 3M | +5.4% | +16.8% | -11.4% | +5.1% |
| 6M | -5.1% | +78.8% | -83.9% | -6.0% |
| YTD | +3.1% | +14.0% | -10.9% | +2.7% |
| 1Y | +4.8% | +16.7% | -11.9% | +4.3% |
| 3Y | -4.1% | +86.4% | -90.5% | -6.6% |
| 5Y | +3.0% | -71.5% | +74.4% | +0.2% |
| All | +32.3% | -32.9% | +65.1% | +25.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling