+31.4%
PEP vs U
-34.9%
+66.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +14.9% | -14.7% | 0.0% |
| 7D | +6.7% | +24.3% | -17.6% | +6.4% |
| 30D | +13.5% | +8.6% | +5.0% | +13.4% |
| 3M | +3.9% | +37.6% | -33.7% | +3.4% |
| 6M | -6.0% | +78.5% | -84.5% | -6.8% |
| YTD | +2.5% | +10.5% | -8.0% | +2.1% |
| 1Y | +3.9% | +15.2% | -11.3% | +3.5% |
| 3Y | -4.7% | +76.6% | -81.2% | -7.1% |
| 5Y | +1.1% | -67.9% | +69.0% | -1.7% |
| All | +31.4% | -34.9% | +66.4% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling