+3.9%
PEP vs EFX
-35.1%
+39.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.7% | +1.0% |
| 7D | +0.1% | -7.8% | +7.9% | +1.2% |
| 30D | +0.7% | -5.7% | +6.4% | +1.4% |
| 3M | -0.5% | +2.5% | -3.1% | -1.0% |
| 6M | -11.3% | -16.7% | +5.4% | -9.6% |
| YTD | -0.6% | -20.2% | +19.6% | +1.6% |
| 1Y | +1.7% | -31.4% | +33.0% | +6.0% |
| 3Y | -12.5% | -10.5% | -2.0% | -13.6% |
| 5Y | +3.9% | -35.2% | +39.1% | +5.3% |
| All | +3.9% | -35.1% | +39.0% | +5.3% |
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