+202.8%
TER vs PEP
+3.4%
+199.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.7% | +6.1% | +5.5% |
| 7D | +0.6% | -1.4% | +2.0% | +0.6% |
| 30D | -8.3% | +0.2% | -8.5% | -8.3% |
| 3M | -12.2% | -1.1% | -11.1% | -12.4% |
| 6M | +17.1% | -13.5% | +30.6% | +20.0% |
| YTD | +84.7% | -1.2% | +85.9% | +84.9% |
| 1Y | +199.9% | -1.6% | +201.5% | +198.9% |
| 3Y | +232.8% | -12.5% | +245.3% | +237.2% |
| All | +202.8% | +3.4% | +199.4% | +173.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling