-2.6%
PEP vs Z
-58.8%
+56.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.7% |
| 7D | -2.4% | -3.0% | +0.6% | -2.4% |
| 30D | -0.8% | -4.2% | +3.4% | -0.8% |
| 3M | -2.2% | -3.7% | +1.5% | -2.8% |
| 6M | -14.4% | -24.5% | +10.1% | -16.0% |
| YTD | -2.2% | -49.3% | +47.1% | -6.3% |
| 1Y | -2.6% | -58.7% | +56.1% | -6.7% |
| All | -2.6% | -58.8% | +56.2% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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