+3,280.3%
PEP vs ECL
+14,294.1%
-11,013.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.1% | +1.1% |
| 7D | +6.7% | +1.7% | +5.0% | +6.1% |
| 30D | +13.5% | +8.9% | +4.6% | +10.5% |
| 3M | +3.9% | +7.4% | -3.5% | +1.6% |
| 6M | -6.0% | +19.3% | -25.3% | -11.2% |
| YTD | +2.5% | +17.4% | -15.0% | -2.9% |
| 1Y | +3.9% | +19.4% | -15.5% | -2.1% |
| 3Y | -4.7% | +80.5% | -85.1% | -21.8% |
| 5Y | +1.1% | +40.2% | -39.1% | -11.9% |
| 10Y | +83.8% | +207.8% | -124.0% | +23.5% |
| All | +3,280.3% | +14,294.1% | -11,013.8% | +652.1% |
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