+79.1%
PEP vs EFV
+162.1%
-83.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -0.8% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | -3.2% | +8.4% | -11.7% | -7.1% |
| 6M | -13.6% | +12.3% | -25.9% | -18.7% |
| YTD | -1.9% | +17.4% | -19.3% | -9.8% |
| 1Y | -0.6% | +27.1% | -27.7% | -12.3% |
| 3Y | -13.6% | +90.7% | -104.3% | -39.0% |
| 5Y | +3.2% | +95.6% | -92.4% | -28.9% |
| 10Y | +79.1% | +165.3% | -86.2% | -3.3% |
| All | +79.1% | +162.1% | -83.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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