+3.3%
PEP vs EXC
+44.0%
-40.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +6.7% | +1.4% | +5.3% | +6.2% |
| 30D | +13.5% | +11.6% | +1.9% | +9.1% |
| 3M | +3.9% | +2.7% | +1.3% | +2.9% |
| 6M | -6.0% | +2.7% | -8.7% | -7.0% |
| YTD | +2.5% | +9.7% | -7.2% | -1.2% |
| 1Y | +3.9% | +4.5% | -0.6% | +1.9% |
| 3Y | -4.7% | +28.5% | -33.1% | -13.4% |
| All | +3.3% | +44.0% | -40.7% | -14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling