-3.4%
PEP vs Z
-18.1%
+14.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.5% | -1.2% | +2.1% |
| 7D | +2.9% | +0.8% | +2.1% | +2.8% |
| 30D | +12.5% | +5.2% | +7.3% | +12.3% |
| 3M | +4.5% | -17.0% | +21.6% | +5.0% |
| 6M | -0.5% | -22.7% | +22.2% | -0.2% |
| YTD | +4.4% | -56.3% | +60.7% | +5.7% |
| 1Y | +4.4% | -57.7% | +62.0% | +5.7% |
| 3Y | -3.4% | -16.5% | +13.2% | -3.0% |
| All | -3.4% | -18.1% | +14.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling