+1,103.9%
PEP vs EL
+1,750.9%
-647.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.9% |
| 7D | +6.7% | -1.1% | +7.7% | +6.8% |
| 30D | +13.5% | +15.3% | -1.8% | +10.3% |
| 3M | +3.9% | +24.2% | -20.3% | -0.8% |
| 6M | -6.0% | +30.9% | -36.9% | -11.4% |
| YTD | +2.5% | +3.9% | -1.4% | -0.3% |
| 1Y | +3.9% | +19.9% | -15.9% | -1.8% |
| 3Y | -4.7% | +2.5% | -7.2% | -11.1% |
| 5Y | +1.1% | -66.7% | +67.8% | +16.2% |
| 10Y | +83.8% | +54.9% | +29.0% | +48.8% |
| All | +1,103.9% | +1,750.9% | -647.0% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling