+367.7%
PEP vs EFV
+258.8%
+108.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -1.4% | +1.5% | -2.9% | -2.0% |
| 30D | +0.2% | +1.7% | -1.5% | -0.5% |
| 3M | -1.1% | +8.6% | -9.8% | -4.5% |
| 6M | -13.5% | +11.7% | -25.2% | -17.6% |
| YTD | -1.2% | +19.3% | -20.5% | -8.4% |
| 1Y | -1.6% | +30.2% | -31.8% | -12.1% |
| 3Y | -12.5% | +91.6% | -104.1% | -33.9% |
| 5Y | +3.0% | +96.4% | -93.4% | -23.7% |
| 10Y | +73.9% | +166.5% | -92.6% | +11.7% |
| All | +367.7% | +258.8% | +108.9% | +161.1% |
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