+61.0%
T vs PEP
-3.9%
+64.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | +4.3% | +6.7% | -2.4% | +1.9% |
| 30D | -9.7% | +13.5% | -23.2% | -13.4% |
| 3M | -4.3% | +3.9% | -8.2% | -5.6% |
| 6M | -13.7% | -6.0% | -7.7% | -12.4% |
| YTD | -8.0% | +2.5% | -10.4% | -9.0% |
| 1Y | -6.9% | +3.9% | -10.9% | -8.4% |
| All | +61.0% | -3.9% | +64.9% | +62.7% |
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 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