+220.8%
SOXX vs PEP
-13.9%
+234.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +3.0% | -1.4% | +4.4% | +2.6% |
| 30D | -3.1% | -0.2% | -2.9% | -3.1% |
| 3M | -4.4% | -4.3% | -0.1% | -4.7% |
| 6M | +52.9% | -13.2% | +66.1% | +50.8% |
| YTD | +72.0% | -1.9% | +73.9% | +72.7% |
| 1Y | +105.1% | -0.3% | +105.4% | +106.2% |
| All | +220.8% | -13.9% | +234.7% | +216.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling