+3.7%
PEP vs EL
+25.6%
-21.9%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.3% | -2.6% | +3.2% |
| 7D | +7.4% | +2.5% | +4.9% | +7.1% |
| 30D | +13.3% | +20.1% | -6.7% | +11.3% |
| 3M | +3.5% | +29.3% | -25.8% | +0.8% |
| 6M | -5.9% | +38.8% | -44.7% | -8.8% |
| YTD | +2.3% | +8.1% | -5.9% | -1.4% |
| 1Y | +3.7% | +22.3% | -18.6% | +0.2% |
| All | +3.7% | +25.6% | -21.9% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling