+3,309.9%
V vs PEP
+257.1%
+3,052.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | +2.9% | +6.7% | -3.7% | -0.7% |
| 30D | +14.0% | +13.5% | +0.5% | +6.0% |
| 3M | +14.9% | +3.9% | +10.9% | +12.1% |
| 6M | +31.7% | -6.0% | +37.7% | +35.6% |
| YTD | +21.2% | +2.5% | +18.8% | +17.6% |
| 1Y | +25.3% | +3.9% | +21.3% | +20.2% |
| 3Y | +77.5% | -4.7% | +82.1% | +74.9% |
| 5Y | +102.6% | +1.1% | +101.5% | +89.9% |
| 10Y | +464.3% | +83.8% | +380.5% | +253.7% |
| All | +3,309.9% | +257.1% | +3,052.7% | +1,309.3% |
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 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