+61.4%
T vs PEP
+90.5%
-29.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.3% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | -1.0% | +13.6% | -14.6% | -6.9% |
| 3M | -8.1% | +5.1% | -13.2% | -10.3% |
| 6M | -8.3% | -1.6% | -6.7% | -7.7% |
| YTD | -6.1% | +3.3% | -9.5% | -8.2% |
| 1Y | -7.4% | +3.2% | -10.6% | -9.5% |
| 3Y | +65.4% | -3.9% | +69.4% | +64.9% |
| 5Y | +57.6% | +4.0% | +53.6% | +48.6% |
| 10Y | +61.4% | +90.1% | -28.8% | +12.7% |
| All | +61.4% | +90.5% | -29.1% | +12.7% |
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