+861.4%
TER vs PEP
+82.4%
+779.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.4% | -15.3% |
| 7D | -28.2% | +6.7% | -34.9% | -29.9% |
| 30D | -50.6% | +13.5% | -64.1% | -52.9% |
| 3M | -45.3% | +3.9% | -49.3% | -46.5% |
| 6M | -40.4% | -6.0% | -34.4% | -40.0% |
| YTD | +10.0% | +2.5% | +7.6% | +6.5% |
| 1Y | +13.6% | +3.9% | +9.7% | +9.0% |
| 3Y | +145.2% | -4.7% | +149.9% | +135.7% |
| 5Y | +50.4% | +1.1% | +49.2% | +37.9% |
| All | +861.4% | +82.4% | +779.1% | +597.9% |
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