-4.6%
PEP vs Z
-19.1%
+14.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.6% | +10.9% | +0.7% |
| 7D | +6.7% | -2.3% | +8.9% | +6.7% |
| 30D | +13.5% | +9.4% | +4.2% | +13.1% |
| 3M | +3.9% | -16.1% | +20.0% | +4.3% |
| 6M | -6.0% | -30.4% | +24.4% | -5.6% |
| YTD | +2.5% | -55.6% | +58.1% | +3.7% |
| 1Y | +3.9% | -58.5% | +62.5% | +5.4% |
| All | -4.6% | -19.1% | +14.5% | -4.7% |
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 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