+3.0%
PEP vs EFX
-31.6%
+34.6%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +4.6% | +0.3% | +4.3% | +4.6% |
| 30D | +14.0% | +29.1% | -15.1% | +9.8% |
| 3M | +5.4% | +4.3% | +1.1% | +4.5% |
| 6M | -5.1% | +7.7% | -12.9% | -6.5% |
| YTD | +3.1% | -12.5% | +15.6% | +3.8% |
| 1Y | +4.8% | -8.8% | +13.6% | +4.8% |
| 3Y | -4.1% | +4.3% | -8.5% | -7.6% |
| 5Y | +3.0% | -29.4% | +32.3% | +3.3% |
| All | +3.0% | -31.6% | +34.6% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling