+62.5%
T vs PEP
+92.7%
-30.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.1% |
| 7D | +2.5% | +2.9% | -0.4% | +1.1% |
| 30D | -3.8% | +12.5% | -16.3% | -9.1% |
| 3M | -8.7% | +4.5% | -13.3% | -10.7% |
| 6M | -8.1% | -0.5% | -7.6% | -8.1% |
| YTD | -6.4% | +4.4% | -10.9% | -9.0% |
| 1Y | -9.8% | +4.4% | -14.1% | -12.2% |
| 3Y | +65.5% | -3.4% | +68.9% | +64.6% |
| 5Y | +57.0% | +5.2% | +51.8% | +47.1% |
| All | +62.5% | +92.7% | -30.2% | +12.4% |
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