-4.4%
PEP vs U
+87.9%
-92.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.2% |
| 7D | +1.1% | +16.9% | -15.9% | +1.1% |
| 30D | +13.6% | +6.4% | +7.3% | +13.7% |
| 3M | +5.1% | +13.2% | -8.1% | +5.2% |
| 6M | -1.6% | +84.8% | -86.4% | -1.5% |
| YTD | +3.3% | +12.4% | -9.1% | +3.8% |
| 1Y | +3.2% | +19.8% | -16.5% | +3.5% |
| All | -4.4% | +87.9% | -92.3% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling