+3,159.9%
PEP vs EFX
+6,408.3%
-3,248.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.4% | +5.7% | +0.6% |
| 7D | -1.4% | -8.6% | +7.2% | +0.3% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | -1.1% | +3.8% | -5.0% | -2.1% |
| 6M | -13.5% | -13.5% | 0.0% | -11.5% |
| YTD | -1.2% | -17.7% | +16.5% | +1.5% |
| 1Y | -1.6% | -25.6% | +24.0% | +2.9% |
| 3Y | -12.5% | -12.1% | -0.4% | -13.4% |
| 5Y | +3.0% | -33.8% | +36.8% | +5.9% |
| 10Y | +73.9% | +45.1% | +28.8% | +47.9% |
| All | +3,159.9% | +6,408.3% | -3,248.3% | +1,168.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling