+43.2%
TER vs PEP
+2.4%
+40.8%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.8% | -10.6% | -3.6% |
| 7D | -19.9% | +7.4% | -27.3% | -14.4% |
| 30D | -43.5% | +13.3% | -56.9% | -37.0% |
| 3M | -37.8% | +3.5% | -41.3% | -34.8% |
| 6M | -25.6% | -5.9% | -19.7% | -19.3% |
| YTD | +29.8% | +2.3% | +27.6% | +48.4% |
| 1Y | +43.2% | +3.7% | +39.5% | +66.2% |
| All | +43.2% | +2.4% | +40.8% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling