-11.9%
PEP vs Z
-33.7%
+21.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.6% |
| 7D | -1.4% | -3.0% | +1.6% | -1.3% |
| 30D | +0.2% | -4.2% | +4.4% | +0.3% |
| 3M | -1.1% | -3.7% | +2.6% | -1.2% |
| 6M | -13.5% | -24.5% | +11.0% | -13.3% |
| YTD | -1.2% | -49.3% | +48.1% | -0.2% |
| 1Y | -1.6% | -58.7% | +57.1% | +0.1% |
| All | -11.9% | -33.7% | +21.8% | -11.3% |
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