+3,159.9%
PEP vs UL
+2,661.1%
+498.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.4% | -1.3% | -0.1% | -0.9% |
| 30D | +0.2% | +0.5% | -0.3% | +0.1% |
| 3M | -1.1% | +17.6% | -18.7% | -6.6% |
| 6M | -13.5% | -5.4% | -8.1% | -12.1% |
| YTD | -1.2% | +0.7% | -1.9% | -1.8% |
| 1Y | -1.6% | -9.3% | +7.7% | +1.2% |
| 3Y | -12.5% | +24.5% | -37.1% | -19.7% |
| 5Y | +3.0% | +23.2% | -20.2% | -6.4% |
| 10Y | +73.9% | +64.5% | +9.4% | +42.0% |
| All | +3,159.9% | +2,661.1% | +498.9% | +637.2% |
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