+64.2%
T vs PEP
+2.5%
+61.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.3% |
| 7D | -3.1% | -1.7% | -1.4% | -2.5% |
| 30D | +4.6% | +0.3% | +4.3% | +4.5% |
| 3M | +12.2% | -3.2% | +15.5% | +13.6% |
| 6M | -6.5% | -13.6% | +7.1% | -1.6% |
| YTD | +4.9% | -1.9% | +6.8% | +5.2% |
| 1Y | -10.5% | -0.6% | -9.9% | -10.8% |
| 3Y | +104.6% | -13.6% | +118.2% | +114.0% |
| 5Y | +64.2% | +3.2% | +61.0% | +55.8% |
| All | +64.2% | +2.5% | +61.7% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling