+1,001.8%
TER vs PEP
+81.7%
+920.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.4% | +12.4% | +12.6% |
| 7D | -5.8% | +1.0% | -6.8% | -6.2% |
| 30D | -38.9% | +12.6% | -51.5% | -41.7% |
| 3M | -35.1% | +3.1% | -38.3% | -36.3% |
| 6M | -31.6% | -6.3% | -25.3% | -31.1% |
| YTD | +27.2% | +1.9% | +25.4% | +23.4% |
| 1Y | +35.2% | +3.3% | +31.9% | +30.0% |
| 3Y | +192.8% | -4.8% | +197.6% | +181.2% |
| 5Y | +72.4% | +2.0% | +70.4% | +56.9% |
| 10Y | +1,001.8% | +80.3% | +921.5% | +703.8% |
| All | +1,001.8% | +81.7% | +920.2% | +703.8% |
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 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