-0.6%
PEP vs EFV
+27.3%
-27.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -1.7% | -0.5% | -1.2% | -1.6% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | -3.2% | +8.4% | -11.7% | -4.5% |
| 6M | -13.6% | +12.3% | -25.9% | -15.5% |
| YTD | -1.9% | +17.4% | -19.3% | -3.2% |
| 1Y | -0.6% | +27.1% | -27.7% | -1.7% |
| All | -0.6% | +27.3% | -27.9% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling