+3,159.9%
PEP vs ECL
+13,009.7%
-9,849.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 6M | -13.5% | -5.7% | -7.7% | -12.1% |
| YTD | -1.2% | +7.0% | -8.1% | -3.6% |
| 1Y | -1.6% | +2.7% | -4.2% | -2.9% |
| 3Y | -12.5% | +57.7% | -70.2% | -25.2% |
| 5Y | +3.0% | +31.1% | -28.1% | -8.4% |
| 10Y | +73.9% | +150.9% | -77.0% | +24.3% |
| All | +3,159.9% | +13,009.7% | -9,849.7% | +647.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling