-12.5%
PEP vs EFV
+92.7%
-105.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.1% |
| 30D | +0.7% | +0.2% | +0.5% | +0.6% |
| 3M | -0.5% | +9.6% | -10.1% | -2.9% |
| 6M | -11.3% | +14.0% | -25.3% | -14.5% |
| YTD | -0.6% | +18.5% | -19.1% | -5.1% |
| 1Y | +1.7% | +27.9% | -26.2% | -5.1% |
| 3Y | -12.5% | +92.4% | -104.9% | -27.9% |
| All | -12.5% | +92.7% | -105.1% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling