+3.3%
PEP vs EXE
+62.4%
-59.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.3% |
| 7D | +6.7% | -5.6% | +12.3% | +6.9% |
| 30D | +13.5% | -3.3% | +16.8% | +13.6% |
| 3M | +3.9% | -5.5% | +9.4% | +4.1% |
| 6M | -6.0% | -13.4% | +7.4% | -5.5% |
| YTD | +2.5% | -21.3% | +23.8% | +3.3% |
| 1Y | +3.9% | -20.7% | +24.6% | +4.7% |
| 3Y | -4.7% | +3.9% | -8.6% | -5.5% |
| All | +3.3% | +62.4% | -59.1% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling