+542.4%
QQQ vs PEP
+88.5%
+453.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | +6.4% | -0.3% | +6.7% | +6.5% |
| 30D | -7.5% | +11.8% | -19.2% | -11.8% |
| 3M | -4.8% | +3.7% | -8.5% | -6.6% |
| 6M | -2.5% | -4.3% | +1.8% | -1.5% |
| YTD | +12.4% | +2.1% | +10.3% | +9.2% |
| 1Y | +11.3% | +2.5% | +8.8% | +7.8% |
| 3Y | +85.0% | -5.0% | +90.0% | +80.5% |
| 5Y | +79.6% | +2.9% | +76.8% | +65.5% |
| All | +542.4% | +88.5% | +453.9% | +342.7% |
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 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