+388.1%
PEP vs EFV
+248.5%
+139.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +4.6% | +2.1% | +2.5% | +3.7% |
| 30D | +14.0% | +3.1% | +10.9% | +12.6% |
| 3M | +5.4% | -1.3% | +6.7% | +5.9% |
| 6M | -5.1% | +6.0% | -11.2% | -7.6% |
| YTD | +3.1% | +15.8% | -12.7% | -3.3% |
| 1Y | +4.8% | +21.1% | -16.3% | -3.6% |
| 3Y | -4.1% | +91.0% | -95.1% | -27.5% |
| 5Y | +3.0% | +94.3% | -91.3% | -23.4% |
| 10Y | +89.6% | +160.4% | -70.8% | +22.9% |
| All | +388.1% | +248.5% | +139.6% | +175.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling