+75.7%
PEP vs UUUU
+495.2%
-419.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.3% | +6.3% | +0.2% |
| 7D | -1.4% | -5.0% | +3.7% | -1.2% |
| 30D | -0.2% | -7.8% | +7.6% | 0.0% |
| 3M | -4.3% | -0.4% | -3.9% | -4.5% |
| 6M | -13.2% | -32.9% | +19.7% | -12.5% |
| YTD | -1.9% | -6.3% | +4.4% | -2.7% |
| 1Y | -0.3% | +7.9% | -8.2% | -2.2% |
| 3Y | -13.6% | +85.2% | -98.8% | -18.3% |
| 5Y | +3.4% | +97.0% | -93.6% | -5.1% |
| All | +75.7% | +495.2% | -419.5% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling