+82.1%
QQQ vs PEP
+3.2%
+78.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.2% | +2.1% | +2.3% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | -7.5% | +13.6% | -21.1% | -9.2% |
| 3M | -3.8% | +5.1% | -8.9% | -4.5% |
| 6M | -3.0% | -1.6% | -1.4% | -2.7% |
| YTD | +12.8% | +3.3% | +9.4% | +11.3% |
| 1Y | +11.6% | +3.2% | +8.4% | +10.1% |
| 3Y | +85.6% | -3.9% | +89.5% | +82.8% |
| 5Y | +82.1% | +4.0% | +78.1% | +71.2% |
| All | +82.1% | +3.2% | +78.9% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling