+17.0%
PG vs PEP
+2.4%
+14.6%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.8% | -0.5% | +1.2% |
| 7D | +5.7% | +7.4% | -1.7% | +1.7% |
| 30D | +15.4% | +13.3% | +2.1% | +8.0% |
| 3M | +13.8% | +3.5% | +10.3% | +11.6% |
| 6M | +18.3% | -5.9% | +24.2% | +21.3% |
| YTD | +20.1% | +2.3% | +17.9% | +20.1% |
| 1Y | +17.0% | +3.7% | +13.3% | +16.2% |
| All | +17.0% | +2.4% | +14.6% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling