+383.5%
PEP vs EFV
+247.9%
+135.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +0.7% | -1.0% | -0.6% |
| 30D | +11.8% | +2.0% | +9.7% | +10.8% |
| 3M | +3.7% | -1.6% | +5.3% | +4.3% |
| 6M | -4.3% | +5.8% | -10.1% | -6.7% |
| YTD | +2.1% | +15.6% | -13.5% | -4.1% |
| 1Y | +2.5% | +19.0% | -16.4% | -5.0% |
| 3Y | -5.0% | +90.7% | -95.7% | -28.1% |
| 5Y | +2.9% | +92.8% | -89.9% | -23.2% |
| 10Y | +87.9% | +160.5% | -72.6% | +21.8% |
| All | +383.5% | +247.9% | +135.6% | +173.2% |
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