+75.7%
PEP vs EFX
+41.8%
+33.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -0.8% |
| 7D | -1.7% | -9.4% | +7.7% | +0.3% |
| 30D | +0.3% | -6.9% | +7.2% | +1.7% |
| 3M | -3.2% | +0.1% | -3.4% | -3.6% |
| 6M | -13.6% | -17.3% | +3.8% | -10.6% |
| YTD | -1.9% | -21.8% | +20.0% | +2.1% |
| 1Y | -0.6% | -32.5% | +31.9% | +6.6% |
| 3Y | -13.6% | -12.3% | -1.2% | -15.4% |
| 5Y | +3.2% | -36.6% | +39.8% | +7.7% |
| 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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling