+19.3%
PEP vs EXE
+187.5%
-168.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -1.7% | -2.7% | +1.0% | -1.6% |
| 30D | +0.3% | -0.4% | +0.7% | +0.3% |
| 3M | -3.2% | +9.5% | -12.7% | -3.5% |
| 6M | -13.6% | -9.3% | -4.2% | -13.4% |
| YTD | -1.9% | -10.9% | +9.0% | -1.6% |
| 1Y | -0.6% | +4.3% | -4.9% | -0.9% |
| 3Y | -13.6% | +18.8% | -32.4% | -14.4% |
| 5Y | +3.2% | +101.4% | -98.2% | +2.7% |
| All | +19.3% | +187.5% | -168.2% | +20.4% |
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