+3.3%
PEP vs UL
+34.4%
-31.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | +6.7% | +5.5% | +1.2% | +4.7% |
| 30D | +13.5% | +11.4% | +2.2% | +9.3% |
| 3M | +3.9% | +6.0% | -2.0% | +1.8% |
| 6M | -6.0% | +18.0% | -24.0% | -11.3% |
| YTD | +2.5% | +6.2% | -3.7% | -0.1% |
| 1Y | +3.9% | +1.5% | +2.4% | +2.7% |
| 3Y | -4.7% | +39.8% | -44.4% | -14.5% |
| All | +3.3% | +34.4% | -31.0% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling