+21.0%
PFE vs PEP
-2.9%
+24.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | -1.7% | +2.9% | -4.6% | -2.7% |
| 30D | +0.3% | +12.5% | -12.2% | -3.6% |
| 3M | +9.4% | +4.5% | +4.8% | +7.7% |
| 6M | +14.9% | -0.5% | +15.4% | +14.9% |
| YTD | +23.8% | +4.4% | +19.4% | +21.1% |
| 1Y | +19.5% | +4.4% | +15.2% | +16.9% |
| 3Y | +21.0% | -3.4% | +24.4% | +23.3% |
| All | +21.0% | -2.9% | +24.0% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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