+3,159.9%
PEP vs USB
+8,537.0%
-5,377.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.4% | +1.4% | -2.8% | -1.7% |
| 30D | +0.2% | -1.3% | +1.5% | +0.4% |
| 3M | -1.1% | +15.2% | -16.4% | -3.6% |
| 6M | -13.5% | +18.8% | -32.3% | -16.2% |
| YTD | -1.2% | +21.0% | -22.2% | -4.8% |
| 1Y | -1.6% | +34.0% | -35.6% | -6.9% |
| 3Y | -12.5% | +95.3% | -107.8% | -23.9% |
| 5Y | +3.0% | +40.4% | -37.3% | -6.4% |
| 10Y | +73.9% | +107.3% | -33.4% | +42.6% |
| All | +3,159.9% | +8,537.0% | -5,377.0% | +1,143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling