+58.8%
T vs PEP
+83.1%
-24.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.1% |
| 7D | +2.6% | +4.6% | -2.0% | +0.3% |
| 30D | -1.1% | +14.0% | -15.1% | -7.1% |
| 3M | -7.7% | +5.4% | -13.1% | -10.1% |
| 6M | -10.6% | -5.1% | -5.5% | -8.5% |
| YTD | -7.5% | +3.1% | -10.6% | -9.4% |
| 1Y | -7.4% | +4.8% | -12.2% | -10.1% |
| 3Y | +63.1% | -4.1% | +67.2% | +62.7% |
| 5Y | +55.2% | +3.0% | +52.2% | +47.1% |
| 10Y | +58.8% | +89.6% | -30.8% | +11.1% |
| All | +58.8% | +83.1% | -24.3% | +11.1% |
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