-3.4%
PEP vs EXE
+21.0%
-24.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | +2.9% | +5.3% | -2.4% | +2.9% |
| 30D | +12.5% | -2.2% | +14.7% | +12.5% |
| 3M | +4.5% | -5.9% | +10.4% | +4.5% |
| 6M | -0.5% | -5.7% | +5.2% | -0.4% |
| YTD | +4.4% | -17.8% | +22.3% | +4.4% |
| 1Y | +4.4% | -23.1% | +27.5% | +4.2% |
| 3Y | -3.4% | +21.2% | -24.6% | -2.5% |
| All | -3.4% | +21.0% | -24.4% | -2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling