+81.9%
PEP vs USB
+93.8%
-12.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | +6.7% | -1.5% | +8.1% | +7.0% |
| 30D | +13.5% | +4.3% | +9.2% | +12.6% |
| 3M | +3.9% | -6.1% | +10.0% | +5.2% |
| 6M | -6.0% | +9.4% | -15.4% | -7.8% |
| YTD | +2.5% | +15.2% | -12.7% | -0.8% |
| 1Y | +3.9% | +32.8% | -28.8% | -2.3% |
| 3Y | -4.7% | +91.3% | -95.9% | -18.6% |
| 5Y | +1.1% | +22.7% | -21.6% | -5.4% |
| All | +81.9% | +93.8% | -12.0% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 10y: compounded portfolio wealth divided by compounded USB 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…
10y analysis · Full analysis span regression · 6 months rolling