-20.1%
PFE vs PEP
+1.2%
-21.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -0.2% | +6.7% | -6.9% | -2.6% |
| 30D | +8.7% | +13.5% | -4.9% | +3.6% |
| 3M | +15.8% | +3.9% | +11.8% | +14.0% |
| 6M | +16.8% | -6.0% | +22.8% | +19.3% |
| YTD | +26.2% | +2.5% | +23.7% | +24.0% |
| 1Y | +29.9% | +3.9% | +26.0% | +26.9% |
| 3Y | +15.9% | -4.7% | +20.6% | +15.9% |
| All | -20.1% | +1.2% | -21.4% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling