+3.3%
PEP vs Z
-54.3%
+57.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +3.9% | -16.1% | +20.0% | +4.5% |
| 6M | -6.0% | -30.4% | +24.4% | -5.0% |
| YTD | +2.5% | -55.6% | +58.1% | +5.0% |
| 1Y | +3.9% | -58.5% | +62.5% | +6.8% |
| 3Y | -4.7% | -19.6% | +15.0% | -5.8% |
| All | +3.3% | -54.3% | +57.6% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling