+2.9%
PEP vs EXC
+39.8%
-36.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -0.3% | -1.9% | +1.6% | +0.4% |
| 30D | +11.8% | +7.8% | +4.0% | +8.8% |
| 3M | +3.7% | +1.9% | +1.8% | +2.9% |
| 6M | -4.3% | +3.4% | -7.7% | -5.5% |
| YTD | +2.1% | +7.6% | -5.4% | -0.8% |
| 1Y | +2.5% | +2.1% | +0.4% | +1.4% |
| 3Y | -5.0% | +29.6% | -34.6% | -14.1% |
| 5Y | +2.9% | +39.5% | -36.6% | -12.3% |
| All | +2.9% | +39.8% | -36.9% | -12.3% |
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