+95.5%
PEP vs EFV
+163.3%
-67.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.9% | +2.1% |
| 7D | +2.9% | +2.5% | +0.4% | +1.6% |
| 30D | +12.5% | +2.9% | +9.6% | +10.9% |
| 3M | +4.5% | -1.4% | +6.0% | +5.2% |
| 6M | -0.5% | +5.5% | -6.0% | -3.3% |
| YTD | +4.4% | +16.1% | -11.6% | -3.5% |
| 1Y | +4.4% | +20.3% | -15.9% | -5.3% |
| 3Y | -3.4% | +90.4% | -93.8% | -31.8% |
| 5Y | +5.2% | +93.5% | -88.3% | -27.3% |
| All | +95.5% | +163.3% | -67.8% | +6.4% |
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