+1,744.2%
TER vs PEP
+76.2%
+1,668.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.6% | +3.6% | +4.0% |
| 7D | +11.0% | +0.1% | +10.9% | +10.9% |
| 30D | -1.9% | +0.7% | -2.5% | -2.3% |
| 3M | -0.7% | -0.5% | -0.1% | -2.0% |
| 6M | +36.4% | -11.3% | +47.7% | +41.3% |
| YTD | +92.4% | -0.6% | +93.0% | +89.1% |
| 1Y | +213.5% | +1.7% | +211.9% | +201.3% |
| 3Y | +277.2% | -12.5% | +289.7% | +280.8% |
| 5Y | +219.1% | +3.9% | +215.2% | +185.9% |
| 10Y | +1,744.2% | +76.6% | +1,667.7% | +1,189.1% |
| All | +1,744.2% | +76.2% | +1,668.0% | +1,189.1% |
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