+4.7%
PEP vs U
-68.9%
+73.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -1.4% | -3.8% | +2.4% | -1.3% |
| 30D | +0.2% | +17.5% | -17.2% | 0.0% |
| 3M | -1.1% | +38.7% | -39.8% | -1.6% |
| 6M | -13.5% | +104.4% | -117.9% | -14.5% |
| YTD | -1.2% | -5.7% | +4.5% | -1.2% |
| 1Y | -1.6% | +3.7% | -5.2% | -2.0% |
| 3Y | -12.5% | +12.3% | -24.8% | -14.2% |
| All | +4.7% | -68.9% | +73.6% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling