-11.9%
PEP vs ECL
+57.4%
-69.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.4% | -2.6% | +1.2% | -0.6% |
| 30D | +0.2% | -2.2% | +2.4% | +0.9% |
| 3M | -1.1% | +10.1% | -11.2% | -3.9% |
| 6M | -13.5% | -5.7% | -7.7% | -12.3% |
| YTD | -1.2% | +7.0% | -8.1% | -3.3% |
| 1Y | -1.6% | +2.7% | -4.2% | -2.8% |
| All | -11.9% | +57.4% | -69.4% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling