+200.9%
TER vs PEP
-1.7%
+202.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +4.9% |
| 7D | +0.6% | -1.4% | +2.0% | -0.6% |
| 30D | -8.3% | +0.2% | -8.5% | -7.8% |
| 3M | -12.2% | -1.1% | -11.1% | -10.6% |
| 6M | +17.1% | -13.5% | +30.6% | +16.1% |
| YTD | +84.7% | -1.2% | +85.9% | +106.4% |
| All | +200.9% | -1.7% | +202.6% | +239.3% |
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