+3.7%
PEP vs UUUU
-55.1%
+58.8%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +3.7% |
| 7D | +7.4% | -14.4% | +21.8% | +6.9% |
| 30D | +13.3% | -33.6% | +47.0% | +12.4% |
| 3M | +3.5% | -44.2% | +47.6% | +2.3% |
| 6M | -5.9% | -66.8% | +60.9% | -7.3% |
| YTD | +2.3% | -50.6% | +52.9% | +3.2% |
| 1Y | +3.7% | -57.8% | +61.5% | +4.4% |
| All | +3.7% | -55.1% | +58.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 1y: compounded portfolio wealth divided by compounded UUUU 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…
1y analysis · Full analysis span regression · 6 months rolling