+8,410.9%
TER vs PEP
+3,293.5%
+5,117.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.4% | -15.3% |
| 7D | -28.2% | +6.7% | -34.9% | -30.0% |
| 30D | -50.6% | +13.5% | -64.1% | -53.0% |
| 3M | -45.3% | +3.9% | -49.3% | -46.6% |
| 6M | -40.4% | -6.0% | -34.4% | -40.5% |
| YTD | +10.0% | +2.5% | +7.6% | +6.5% |
| 1Y | +13.6% | +3.9% | +9.7% | +9.2% |
| 3Y | +145.2% | -4.7% | +149.9% | +137.4% |
| 5Y | +50.4% | +1.1% | +49.2% | +42.1% |
| 10Y | +882.9% | +83.8% | +799.1% | +645.4% |
| All | +8,410.9% | +3,293.5% | +5,117.5% | +2,234.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling