+3,280.0%
PFE vs PEP
+3,172.7%
+107.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -1.0% |
| 7D | +1.8% | -1.4% | +3.1% | +2.3% |
| 30D | +10.2% | +0.2% | +10.0% | +10.1% |
| 3M | +12.7% | -1.1% | +13.8% | +12.9% |
| 6M | +10.5% | -13.5% | +24.0% | +16.7% |
| YTD | +20.2% | -1.2% | +21.3% | +19.9% |
| 1Y | +24.1% | -1.6% | +25.6% | +23.8% |
| 3Y | -3.6% | -12.5% | +9.0% | 0.0% |
| 5Y | -20.9% | +3.0% | -23.9% | -23.6% |
| 10Y | +35.8% | +73.9% | -38.1% | +4.9% |
| All | +3,280.0% | +3,172.7% | +107.3% | +699.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling