+3.2%
PEP vs UUUU
+132.1%
-128.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -1.7% | +1.8% | -3.5% | -1.7% |
| 30D | +0.3% | +1.8% | -1.5% | +0.3% |
| 3M | -3.2% | +1.3% | -4.5% | -3.2% |
| 6M | -13.6% | -26.8% | +13.2% | -13.4% |
| YTD | -1.9% | +0.1% | -1.9% | -2.1% |
| 1Y | -0.6% | +11.2% | -11.8% | -1.1% |
| 3Y | -13.6% | +97.7% | -111.3% | -15.1% |
| 5Y | +3.2% | +127.3% | -124.1% | +0.6% |
| All | +3.2% | +132.1% | -128.8% | +0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling