+3,981.9%
PG vs PEP
+3,192.2%
+789.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.8% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.1% | +0.7% | -0.8% | -0.5% |
| 3M | +1.1% | -0.5% | +1.6% | +1.2% |
| 6M | -3.8% | -11.3% | +7.5% | +1.2% |
| YTD | +3.8% | -0.6% | +4.4% | +3.9% |
| 1Y | -5.8% | +1.7% | -7.4% | -6.8% |
| 3Y | +3.0% | -12.5% | +15.5% | +7.9% |
| 5Y | +14.5% | +3.9% | +10.6% | +11.6% |
| 10Y | +117.8% | +76.6% | +41.2% | +71.4% |
| All | +3,981.9% | +3,192.2% | +789.7% | +814.7% |
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