+552.9%
QQQ vs PEP
+78.6%
+474.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.0% | -1.1% |
| 7D | -1.3% | -1.4% | +0.1% | -0.7% |
| 30D | -1.4% | -0.2% | -1.1% | -1.4% |
| 3M | +2.3% | -4.3% | +6.6% | +3.6% |
| 6M | +16.9% | -13.2% | +30.1% | +23.3% |
| YTD | +15.6% | -1.9% | +17.5% | +14.6% |
| 1Y | +22.6% | -0.3% | +23.0% | +19.9% |
| 3Y | +93.5% | -13.6% | +107.1% | +99.0% |
| 5Y | +93.9% | +3.4% | +90.5% | +77.0% |
| All | +552.9% | +78.6% | +474.3% | +357.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling