+23.4%
PFE vs PEP
-4.0%
+27.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -3.0% | +1.1% | -4.0% | -3.3% |
| 30D | +5.2% | +13.6% | -8.4% | +0.8% |
| 3M | +12.2% | +5.1% | +7.1% | +10.3% |
| 6M | +17.8% | -1.6% | +19.4% | +18.2% |
| YTD | +26.2% | +3.3% | +22.8% | +23.9% |
| 1Y | +23.2% | +3.2% | +19.9% | +20.9% |
| All | +23.4% | -4.0% | +27.3% | +26.1% |
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