+80.3%
PEP vs ECL
+205.6%
-125.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.4% |
| 7D | +1.0% | -0.5% | +1.6% | +1.2% |
| 30D | +12.6% | +8.8% | +3.8% | +9.1% |
| 3M | +3.1% | +7.8% | -4.7% | +0.2% |
| 6M | -6.3% | +21.3% | -27.6% | -13.0% |
| YTD | +1.9% | +17.8% | -15.9% | -4.7% |
| 1Y | +3.3% | +21.1% | -17.8% | -4.4% |
| 3Y | -4.8% | +80.1% | -84.9% | -25.4% |
| 5Y | +2.0% | +40.5% | -38.4% | -12.9% |
| 10Y | +80.3% | +197.7% | -117.4% | +18.5% |
| All | +80.3% | +205.6% | -125.3% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling