-6.4%
T vs PEP
+2.4%
-8.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.8% | -1.7% | +0.4% |
| 7D | +5.5% | +7.4% | -1.9% | +2.1% |
| 30D | -8.9% | +13.3% | -22.3% | -13.5% |
| 3M | -5.6% | +3.5% | -9.1% | -7.1% |
| 6M | -14.3% | -5.9% | -8.4% | -13.5% |
| YTD | -7.9% | +2.3% | -10.2% | -8.6% |
| 1Y | -6.4% | +3.7% | -10.1% | -7.5% |
| All | -6.4% | +2.4% | -8.8% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling