-13.5%
PEP vs EFX
-13.0%
-0.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.9% |
| 7D | -1.4% | -8.6% | +7.2% | +0.8% |
| 30D | +0.2% | +0.1% | +0.1% | 0.0% |
| 3M | -1.1% | +3.8% | -5.0% | -2.7% |
| 6M | -13.5% | -13.5% | 0.0% | -12.5% |
| All | -13.5% | -13.0% | -0.5% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling