+30.2%
PEP vs U
-31.3%
+61.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.5% | -1.0% |
| 7D | +2.9% | +36.6% | -33.7% | +2.5% |
| 30D | +14.2% | +13.3% | +0.9% | +14.0% |
| 3M | +3.2% | +26.2% | -23.0% | +2.8% |
| 6M | -7.4% | +88.7% | -96.2% | -8.3% |
| YTD | +1.5% | +16.6% | -15.1% | +1.1% |
| 1Y | +3.9% | +29.0% | -25.1% | +3.2% |
| 3Y | -5.5% | +99.5% | -105.0% | -8.1% |
| 5Y | +0.1% | -66.1% | +66.2% | -2.7% |
| All | +30.2% | -31.3% | +61.5% | +23.5% |
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 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