+80.3%
PEP vs EL
+63.1%
+17.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.8% | -2.4% | -0.1% |
| 7D | +1.0% | +8.0% | -7.0% | -0.3% |
| 30D | +12.6% | +15.4% | -2.8% | +9.8% |
| 3M | +3.1% | +28.5% | -25.4% | -1.6% |
| 6M | -6.3% | +32.2% | -38.5% | -11.3% |
| YTD | +1.9% | +9.2% | -7.3% | -1.4% |
| 1Y | +3.3% | +30.8% | -27.5% | -3.5% |
| 3Y | -4.8% | +3.7% | -8.5% | -10.9% |
| 5Y | +2.0% | -64.8% | +66.8% | +22.4% |
| 10Y | +80.3% | +60.0% | +20.3% | +42.4% |
| All | +80.3% | +63.1% | +17.3% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling