+1,077.0%
TER vs PEP
+90.5%
+986.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.2% | +8.1% | +8.2% |
| 7D | +5.9% | +1.1% | +4.8% | +5.5% |
| 30D | -30.8% | +13.6% | -44.4% | -34.0% |
| 3M | -29.9% | +5.1% | -35.1% | -31.7% |
| 6M | -27.5% | -1.6% | -25.8% | -28.4% |
| YTD | +37.5% | +3.3% | +34.1% | +32.7% |
| 1Y | +50.3% | +3.2% | +47.0% | +44.9% |
| 3Y | +204.9% | -3.9% | +208.8% | +192.3% |
| 5Y | +89.2% | +4.0% | +85.1% | +70.7% |
| 10Y | +1,077.0% | +90.1% | +986.8% | +744.1% |
| All | +1,077.0% | +90.5% | +986.5% | +744.1% |
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