-4.4%
PEP vs EXC
+30.0%
-34.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +1.1% | -1.4% | +2.4% | +1.6% |
| 30D | +13.6% | +8.3% | +5.3% | +10.5% |
| 3M | +5.1% | +2.6% | +2.5% | +4.1% |
| 6M | -1.6% | +5.2% | -6.8% | -3.2% |
| YTD | +3.3% | +7.5% | -4.2% | +0.6% |
| 1Y | +3.2% | +3.2% | +0.1% | +1.8% |
| All | -4.4% | +30.0% | -34.4% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 3y: compounded portfolio wealth divided by compounded EXC 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…
3y analysis · Full analysis span regression · 6 months rolling