+3,260.6%
PEP vs UL
+2,764.7%
+495.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +1.0% | +0.3% | +0.8% | +1.0% |
| 30D | +12.6% | +7.0% | +5.6% | +10.0% |
| 3M | +3.1% | +5.8% | -2.6% | +1.1% |
| 6M | -6.3% | +16.1% | -22.4% | -11.1% |
| YTD | +1.9% | +4.5% | -2.6% | 0.0% |
| 1Y | +3.3% | -1.3% | +4.6% | +3.1% |
| 3Y | -4.8% | +35.0% | -39.8% | -15.0% |
| 5Y | +2.0% | +31.9% | -29.9% | -9.5% |
| 10Y | +80.3% | +99.3% | -18.9% | +38.4% |
| All | +3,260.6% | +2,764.7% | +495.9% | +650.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling