+75.7%
PEP vs EFX
+41.8%
+33.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | -11.1% | +9.8% | +1.1% |
| 30D | -0.2% | -7.4% | +7.2% | +1.3% |
| 3M | -4.3% | +1.5% | -5.8% | -4.9% |
| 6M | -13.2% | -13.7% | +0.5% | -11.0% |
| YTD | -1.9% | -21.9% | +20.0% | +2.1% |
| 1Y | -0.3% | -30.8% | +30.5% | +6.3% |
| 3Y | -13.6% | -12.4% | -1.2% | -15.4% |
| 5Y | +3.4% | -35.9% | +39.3% | +7.5% |
| All | +75.7% | +41.8% | +33.9% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EFX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling