-12.5%
PEP vs UL
+24.1%
-36.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | +0.7% | +0.9% | -0.3% | +0.3% |
| 3M | -0.5% | +14.2% | -14.8% | -6.0% |
| 6M | -11.3% | -3.2% | -8.1% | -10.5% |
| YTD | -0.6% | -0.3% | -0.3% | -0.9% |
| 1Y | +1.7% | -8.8% | +10.4% | +5.2% |
| 3Y | -12.5% | +23.9% | -36.3% | -21.4% |
| All | -12.5% | +24.1% | -36.6% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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