+20.2%
PEP vs EXE
+191.4%
-171.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | -0.3% | -1.1% | -1.4% |
| 30D | +0.2% | +8.5% | -8.2% | 0.0% |
| 3M | -1.1% | +5.5% | -6.6% | -1.3% |
| 6M | -13.5% | -5.9% | -7.6% | -13.4% |
| YTD | -1.2% | -9.7% | +8.5% | -0.9% |
| 1Y | -1.6% | +3.6% | -5.1% | -1.8% |
| 3Y | -12.5% | +18.0% | -30.6% | -13.3% |
| 5Y | +3.0% | +109.4% | -106.4% | +2.5% |
| All | +20.2% | +191.4% | -171.2% | +21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling