+76.6%
PEP vs EL
+31.4%
+45.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.0% |
| 7D | +0.1% | +1.7% | -1.6% | -0.2% |
| 30D | +0.7% | +15.5% | -14.8% | -2.0% |
| 3M | -0.5% | +20.6% | -21.1% | -4.0% |
| 6M | -11.3% | +10.5% | -21.8% | -13.6% |
| YTD | -0.6% | -1.9% | +1.3% | -1.9% |
| 1Y | +1.7% | +16.1% | -14.4% | -3.2% |
| 3Y | -12.5% | -30.2% | +17.8% | -11.0% |
| 5Y | +3.9% | -67.4% | +71.3% | +25.6% |
| 10Y | +76.6% | +31.2% | +45.3% | +45.3% |
| All | +76.6% | +31.4% | +45.2% | +45.3% |
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