+24.2%
PEP vs EXE
+163.0%
-138.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -0.3% | +3.6% | -3.9% | -0.4% |
| 30D | +11.8% | -4.3% | +16.1% | +11.9% |
| 3M | +3.7% | -7.7% | +11.3% | +3.9% |
| 6M | -4.3% | -7.2% | +2.9% | -4.1% |
| YTD | +2.1% | -18.5% | +20.7% | +2.7% |
| 1Y | +2.5% | -24.4% | +26.9% | +3.3% |
| 3Y | -5.0% | +21.6% | -26.6% | -6.2% |
| 5Y | +2.9% | +77.3% | -74.5% | +2.4% |
| All | +24.2% | +163.0% | -138.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling