+2,926.4%
V vs PEP
+244.4%
+2,682.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -1.7% | -1.4% | -0.3% | -0.9% |
| 30D | +2.0% | +0.2% | +1.7% | +1.8% |
| 3M | +17.4% | -1.1% | +18.5% | +17.8% |
| 6M | +17.5% | -13.5% | +31.0% | +26.8% |
| YTD | +7.6% | -1.2% | +8.8% | +6.7% |
| 1Y | +7.7% | -1.6% | +9.3% | +6.5% |
| 3Y | +54.7% | -12.5% | +67.2% | +60.6% |
| 5Y | +73.0% | +3.0% | +70.0% | +59.9% |
| 10Y | +390.9% | +73.9% | +316.9% | +218.6% |
| All | +2,926.4% | +244.4% | +2,682.0% | +1,179.4% |
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 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