+107.7%
T vs PEP
-12.5%
+120.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.7% |
| 7D | -1.3% | -1.4% | +0.1% | -0.8% |
| 30D | +11.4% | +0.2% | +11.1% | +11.3% |
| 3M | +14.3% | -1.1% | +15.4% | +14.7% |
| 6M | -9.3% | -13.5% | +4.2% | -5.5% |
| YTD | +7.1% | -1.2% | +8.3% | +7.3% |
| 1Y | -9.1% | -1.6% | -7.5% | -8.9% |
| All | +107.7% | -12.5% | +120.2% | +114.4% |
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 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