+291.9%
PEP vs UUUU
-92.0%
+383.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | -1.4% | -1.4% | 0.0% | -1.4% |
| 30D | +0.2% | +16.3% | -16.1% | -0.2% |
| 3M | -1.1% | -16.7% | +15.6% | -0.9% |
| 6M | -13.5% | -33.7% | +20.2% | -13.0% |
| YTD | -1.2% | -0.5% | -0.7% | -1.8% |
| 1Y | -1.6% | +28.9% | -30.4% | -3.2% |
| 3Y | -12.5% | +99.9% | -112.4% | -15.9% |
| 5Y | +3.0% | +135.3% | -132.3% | -2.7% |
| 10Y | +73.9% | +518.4% | -444.5% | +54.5% |
| All | +291.9% | -92.0% | +383.9% | +256.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling