+3,280.3%
PEP vs EXC
+2,516.2%
+764.0%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +6.7% | +1.4% | +5.3% | +6.3% |
| 30D | +13.5% | +11.6% | +1.9% | +9.7% |
| 3M | +3.9% | +2.7% | +1.3% | +3.1% |
| 6M | -6.0% | +2.7% | -8.7% | -6.8% |
| YTD | +2.5% | +9.7% | -7.2% | -0.7% |
| 1Y | +3.9% | +4.5% | -0.6% | +2.2% |
| 3Y | -4.7% | +28.5% | -33.1% | -12.7% |
| 5Y | +1.1% | +43.9% | -42.8% | -11.3% |
| 10Y | +83.8% | +183.7% | -99.9% | +30.7% |
| All | +3,280.3% | +2,516.2% | +764.0% | +902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling