+3,309.4%
PEP vs EFX
+6,825.8%
-3,516.4%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +1.1% | -2.0% | +3.0% | +1.5% |
| 30D | +13.6% | +27.9% | -14.3% | +8.0% |
| 3M | +5.1% | +3.8% | +1.3% | +4.0% |
| 6M | -1.6% | +13.0% | -14.6% | -4.6% |
| YTD | +3.3% | -12.4% | +15.7% | +4.5% |
| 1Y | +3.2% | -10.4% | +13.6% | +3.9% |
| 3Y | -3.9% | +4.4% | -8.3% | -8.3% |
| 5Y | +4.0% | -28.9% | +32.9% | +5.3% |
| 10Y | +90.1% | +81.7% | +8.4% | +54.4% |
| All | +3,309.4% | +6,825.8% | -3,516.4% | +1,206.7% |
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