+71.7%
TER vs PEP
+5.2%
+66.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.2% | -7.6% | -5.2% |
| 7D | +14.4% | +2.9% | +11.5% | +14.6% |
| 30D | -30.6% | +12.5% | -43.1% | -30.1% |
| 3M | -39.2% | +4.5% | -43.7% | -38.7% |
| 6M | -31.3% | -0.5% | -30.8% | -30.3% |
| YTD | +29.1% | +4.4% | +24.7% | +30.2% |
| 1Y | +47.4% | +4.4% | +43.1% | +48.7% |
| 3Y | +191.2% | -3.4% | +194.6% | +189.0% |
| All | +71.7% | +5.2% | +66.4% | +58.8% |
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 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