+3.9%
PEP vs EFV
+96.3%
-92.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +0.7% | +0.2% | +0.5% | +0.6% |
| 3M | -0.5% | +9.6% | -10.1% | -3.4% |
| 6M | -11.3% | +14.0% | -25.3% | -15.1% |
| YTD | -0.6% | +18.5% | -19.1% | -6.0% |
| 1Y | +1.7% | +27.9% | -26.2% | -6.3% |
| 3Y | -12.5% | +92.4% | -104.9% | -30.1% |
| 5Y | +3.9% | +97.2% | -93.3% | -18.3% |
| All | +3.9% | +96.3% | -92.4% | -18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling